BNP Paribas Put 39 IFX 20.12.2024
/ DE000PC2YGW5
BNP Paribas Put 39 IFX 20.12.2024/ DE000PC2YGW5 /
| 7/10/2024 8:36:46 AM |
Chg.+0.030 |
Bid2:03:54 PM |
Ask2:03:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+6.00% |
0.510
Bid Size: 50,000 |
0.520
Ask Size: 50,000 |
INFINEON TECH.AG NA ... |
39.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
PC2YGW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
39.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.36 |
| Parity: |
0.40 |
| Time value: |
0.14 |
| Break-even: |
33.60 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
-0.61 |
| Theta: |
-0.01 |
| Omega: |
-3.94 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.17% |
| 1 Month |
|
|
+29.27% |
| 3 Months |
|
|
-20.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.490 |
| 1M High / 1M Low: |
0.640 |
0.360 |
| 6M High / 6M Low: |
0.940 |
0.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.520 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.656 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.69% |
| Volatility 6M: |
|
115.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
