BNP Paribas Put 20 DTE 17.12.2027/  DE000PC3ZT79  /

Frankfurt Zert./BNP
2024-05-15  11:20:41 AM Chg.-0.050 Bid11:24:14 AM Ask11:24:14 AM Underlying Strike price Expiration date Option type
2.080EUR -2.35% 2.080
Bid Size: 21,000
2.120
Ask Size: 21,000
DT.TELEKOM AG NA 20.00 EUR 2027-12-17 Put
 

Master data

WKN: PC3ZT7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DT.TELEKOM AG NA
Type: Warrant
Option type: Put
Strike price: 20.00 EUR
Maturity: 2027-12-17
Issue date: 2024-01-26
Last trading day: 2027-12-16
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -10.05
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.17
Parity: -2.01
Time value: 2.19
Break-even: 17.81
Moneyness: 0.91
Premium: 0.19
Premium p.a.: 0.05
Spread abs.: 0.06
Spread %: 2.82%
Delta: -0.24
Theta: 0.00
Omega: -2.41
Rho: -0.27
 

Quote data

Open: 2.130
High: 2.130
Low: 2.080
Previous Close: 2.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -18.11%
3 Months
  -17.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.340 2.130
1M High / 1M Low: 2.650 2.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.208
Avg. volume 1W:   0.000
Avg. price 1M:   2.358
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   34.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -