BNP Paribas Put 50 IFX 17.12.2027
/ DE000PC3Z3F9
BNP Paribas Put 50 IFX 17.12.2027/ DE000PC3Z3F9 /
| 7/31/2024 9:43:26 AM |
Chg.-0.05 |
Bid5:37:18 PM |
Ask5:37:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
-2.50% |
1.97
Bid Size: 10,000 |
2.01
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: |
-1.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.36 |
| Parity: |
1.84 |
| Time value: |
0.22 |
| Break-even: |
29.40 |
| Moneyness: |
1.58 |
| Premium: |
0.07 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.04 |
| Spread %: |
1.98% |
| Delta: |
-0.46 |
| Theta: |
0.00 |
| Omega: |
-0.71 |
| Rho: |
-1.19 |
Quote data
| Open: |
1.95 |
| High: |
1.95 |
| Low: |
1.95 |
| Previous Close: |
2.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
+9.55% |
| 3 Months |
|
|
+5.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.90 |
| 1M High / 1M Low: |
2.09 |
1.65 |
| 6M High / 6M Low: |
2.09 |
1.52 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.68% |
| Volatility 6M: |
|
47.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
