BNP Paribas Put 37 IFX 20.12.2024
/ DE000PC2YGV7
BNP Paribas Put 37 IFX 20.12.2024/ DE000PC2YGV7 /
| 10/09/2024 14:20:49 |
Chg.+0.030 |
Bid14:29:15 |
Ask14:29:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+3.85% |
0.820
Bid Size: 50,000 |
0.840
Ask Size: 50,000 |
INFINEON TECH.AG NA ... |
37.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
PC2YGV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
37.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.36 |
| Parity: |
0.78 |
| Time value: |
0.02 |
| Break-even: |
29.00 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
2.56% |
| Delta: |
-0.82 |
| Theta: |
-0.01 |
| Omega: |
-2.98 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.780 |
| High: |
0.820 |
| Low: |
0.780 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.56% |
| 1 Month |
|
|
+15.71% |
| 3 Months |
|
|
+153.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.640 |
| 1M High / 1M Low: |
0.800 |
0.490 |
| 6M High / 6M Low: |
0.800 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.614 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.530 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.35% |
| Volatility 6M: |
|
142.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
