BNP Paribas Put 50 IFX 17.12.2027
/ DE000PC3Z3F9
BNP Paribas Put 50 IFX 17.12.2027/ DE000PC3Z3F9 /
| 06/09/2024 21:50:19 |
Chg.+0.080 |
Bid21:58:04 |
Ask21:58:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.200EUR |
+3.77% |
2.200
Bid Size: 10,000 |
2.240
Ask Size: 10,000 |
INFINEON TECH.AG NA ... |
50.00 EUR |
17/12/2027 |
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: |
17/12/2027 |
| Issue date: |
26/01/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.36 |
| Parity: |
2.10 |
| Time value: |
0.14 |
| Break-even: |
27.60 |
| Moneyness: |
1.73 |
| Premium: |
0.05 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.04 |
| Spread %: |
1.82% |
| Delta: |
-0.49 |
| Theta: |
0.00 |
| Omega: |
-0.64 |
| Rho: |
-1.20 |
Quote data
| Open: |
2.130 |
| High: |
2.210 |
| Low: |
2.130 |
| Previous Close: |
2.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.18% |
| 1 Month |
|
|
+4.76% |
| 3 Months |
|
|
+41.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.200 |
1.920 |
| 1M High / 1M Low: |
2.200 |
1.910 |
| 6M High / 6M Low: |
2.200 |
1.550 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.023 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.845 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
35.99% |
| Volatility 6M: |
|
45.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
