BNP Paribas Put 40 IFX 17.12.2027
/ DE000PC3Z3B8
BNP Paribas Put 40 IFX 17.12.2027/ DE000PC3Z3B8 /
| 02/08/2024 09:28:19 |
Chg.+0.12 |
Bid18:52:04 |
Ask18:52:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
+9.76% |
1.33
Bid Size: 5,000 |
1.47
Ask Size: 5,000 |
INFINEON TECH.AG NA ... |
40.00 EUR |
17/12/2027 |
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: |
17/12/2027 |
| Issue date: |
26/01/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.36 |
| Parity: |
0.89 |
| Time value: |
0.44 |
| Break-even: |
26.70 |
| Moneyness: |
1.29 |
| Premium: |
0.14 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
3.10% |
| Delta: |
-0.39 |
| Theta: |
0.00 |
| Omega: |
-0.91 |
| Rho: |
-0.86 |
Quote data
| Open: |
1.35 |
| High: |
1.35 |
| Low: |
1.35 |
| Previous Close: |
1.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.05% |
| 1 Month |
|
|
+27.36% |
| 3 Months |
|
|
+14.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.21 |
| 1M High / 1M Low: |
1.31 |
0.98 |
| 6M High / 6M Low: |
1.31 |
0.90 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
173.91 |
| Avg. price 6M: |
|
1.10 |
| Avg. volume 6M: |
|
62.99 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.80% |
| Volatility 6M: |
|
56.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
