BNP Paribas Put 40 IFX 17.12.2027
/ DE000PC3Z3B8
BNP Paribas Put 40 IFX 17.12.2027/ DE000PC3Z3B8 /
| 11/14/2024 11:20:42 AM |
Chg.-0.040 |
Bid11:35:48 AM |
Ask11:35:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
-3.01% |
1.290
Bid Size: 50,000 |
1.330
Ask Size: 50,000 |
INFINEON TECH.AG NA ... |
40.00 EUR |
12/17/2027 |
Put |
Master data
| WKN: |
PC3Z3B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
12/17/2027 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.37 |
| Parity: |
1.06 |
| Time value: |
0.31 |
| Break-even: |
26.30 |
| Moneyness: |
1.36 |
| Premium: |
0.11 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
3.01% |
| Delta: |
-0.46 |
| Theta: |
0.00 |
| Omega: |
-0.98 |
| Rho: |
-0.84 |
Quote data
| Open: |
1.340 |
| High: |
1.340 |
| Low: |
1.280 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.44% |
| 1 Month |
|
|
+0.78% |
| 3 Months |
|
|
-1.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.380 |
1.250 |
| 1M High / 1M Low: |
1.390 |
1.250 |
| 6M High / 6M Low: |
1.410 |
0.930 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.326 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.191 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.07% |
| Volatility 6M: |
|
47.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
