BNP Paribas Put 50 IFX 17.12.2027
/ DE000PC3Z3F9
BNP Paribas Put 50 IFX 17.12.2027/ DE000PC3Z3F9 /
10/9/2024 9:31:52 AM |
Chg.+0.01 |
Bid7:50:21 AM |
Ask7:50:21 AM |
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: |
|
- |