BNP Paribas Put 50 IFX 17.12.2027
/ DE000PC3Z3F9
BNP Paribas Put 50 IFX 17.12.2027/ DE000PC3Z3F9 /
| 11/14/2024 9:50:17 PM |
Chg.-0.070 |
Bid11/14/2024 |
Ask11/14/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.070EUR |
-3.27% |
2.070
Bid Size: 10,000 |
2.110
Ask Size: 10,000 |
INFINEON TECH.AG NA ... |
50.00 EUR |
12/17/2027 |
Put |
Master data
| WKN: |
PC3Z3F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 EUR |
| Maturity: |
12/17/2027 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.37 |
| Parity: |
2.06 |
| Time value: |
0.12 |
| Break-even: |
28.20 |
| Moneyness: |
1.70 |
| Premium: |
0.04 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.04 |
| Spread %: |
1.87% |
| Delta: |
-0.54 |
| Theta: |
0.00 |
| Omega: |
-0.72 |
| Rho: |
-1.16 |
Quote data
| Open: |
2.140 |
| High: |
2.150 |
| Low: |
2.050 |
| Previous Close: |
2.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.48% |
| 1 Month |
|
|
-1.90% |
| 3 Months |
|
|
+4.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.190 |
2.040 |
| 1M High / 1M Low: |
2.200 |
2.040 |
| 6M High / 6M Low: |
2.220 |
1.550 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.123 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.933 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
34.76% |
| Volatility 6M: |
|
39.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
