BNP Paribas Put 50 IFX 17.12.2027/  DE000PC3Z3F9  /

EUWAX
10/9/2024  9:31:52 AM Chg.+0.01 Bid10:00:02 PM Ask10:00:02 PM Underlying Strike price Expiration date Option type
2.15EUR +0.47% -
Bid Size: -
-
Ask Size: -
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: -1.38
Leverage: Yes

Calculated values

Fair value: 2.01
Intrinsic value: 2.01
Implied volatility: 0.50
Historic volatility: 0.37
Parity: 2.01
Time value: 0.16
Break-even: 28.30
Moneyness: 1.67
Premium: 0.05
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.88%
Delta: -0.51
Theta: 0.00
Omega: -0.70
Rho: -1.17
 

Quote data

Open: 2.15
High: 2.15
Low: 2.15
Previous Close: 2.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.47%
1 Month
  -1.38%
3 Months  
+26.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.15 2.11
1M High / 1M Low: 2.21 1.95
6M High / 6M Low: 2.21 1.52
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.14
Avg. volume 1W:   0.00
Avg. price 1M:   2.13
Avg. volume 1M:   0.00
Avg. price 6M:   1.88
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   41.46%
Volatility 6M:   46.51%
Volatility 1Y:   -
Volatility 3Y:   -