BNP Paribas Call 42.5 IFX 20.12.2024
/ DE000PC2YGF0
BNP Paribas Call 42.5 IFX 20.12.2.../ DE000PC2YGF0 /
| 2024-05-03 8:31:37 AM |
Chg.-0.010 |
Bid1:07:05 PM |
Ask1:07:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-10.00% |
0.090
Bid Size: 50,000 |
0.100
Ask Size: 50,000 |
INFINEON TECH.AG NA ... |
42.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC2YGF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
31.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.34 |
| Parity: |
-1.12 |
| Time value: |
0.10 |
| Break-even: |
43.50 |
| Moneyness: |
0.74 |
| Premium: |
0.39 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.01 |
| Spread %: |
11.11% |
| Delta: |
0.22 |
| Theta: |
-0.01 |
| Omega: |
6.74 |
| Rho: |
0.04 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
-47.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.100 |
| 1M High / 1M Low: |
0.160 |
0.063 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.106 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
