BNP Paribas Put 41 IFX 20.12.2024
/ DE000PC2YGX3
BNP Paribas Put 41 IFX 20.12.2024/ DE000PC2YGX3 /
| 04/10/2024 21:50:10 |
Chg.-0.070 |
Bid04/10/2024 |
Ask04/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
-6.19% |
-
Bid Size: - |
-
Ask Size: - |
INFINEON TECH.AG NA ... |
41.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
PC2YGX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
41.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
07/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.37 |
| Parity: |
1.06 |
| Time value: |
0.02 |
| Break-even: |
30.20 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.89% |
| Delta: |
-0.86 |
| Theta: |
-0.01 |
| Omega: |
-2.43 |
| Rho: |
-0.07 |
Quote data
| Open: |
1.120 |
| High: |
1.120 |
| Low: |
1.050 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.62% |
| 3 Months |
|
|
+70.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.190 |
0.860 |
| 6M High / 6M Low: |
1.220 |
0.500 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.847 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.32% |
| Volatility 6M: |
|
118.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
