BNP Paribas Put 48 IFX 17.12.2027
/ DE000PC3Z3E2
BNP Paribas Put 48 IFX 17.12.2027/ DE000PC3Z3E2 /
10/09/2024 09:35:47 |
Chg.0.00 |
Bid12:26:58 |
Ask12:26:58 |
Underlying |
Strike price |
Expiration date |
Option type |
2.01EUR |
0.00% |
2.02 Bid Size: 50,000 |
2.06 Ask Size: 50,000 |
INFINEON TECH.AG NA ... |
48.00 EUR |
17/12/2027 |
Put |
Master data
WKN: |
PC3Z3E |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
INFINEON TECH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
48.00 EUR |
Maturity: |
17/12/2027 |
Issue date: |
26/01/2024 |
Last trading day: |
16/12/2027 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.88 |
Intrinsic value: |
1.88 |
Implied volatility: |
0.51 |
Historic volatility: |
0.36 |
Parity: |
1.88 |
Time value: |
0.17 |
Break-even: |
27.50 |
Moneyness: |
1.64 |
Premium: |
0.06 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.04 |
Spread %: |
1.99% |
Delta: |
-0.48 |
Theta: |
0.00 |
Omega: |
-0.69 |
Rho: |
-1.13 |
Quote data
Open: |
2.01 |
High: |
2.01 |
Low: |
2.01 |
Previous Close: |
2.01 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.20% |
1 Month |
|
|
+4.15% |
3 Months |
|
|
+38.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.01 |
1.76 |
1M High / 1M Low: |
2.01 |
1.76 |
6M High / 6M Low: |
2.02 |
1.38 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.92 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.86 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.69 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
40.14% |
Volatility 6M: |
|
47.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |