BNP Paribas Put 40 IFX 17.12.2027
/ DE000PC3Z3B8
BNP Paribas Put 40 IFX 17.12.2027/ DE000PC3Z3B8 /
2024-05-03 4:50:18 PM |
Chg.0.000 |
Bid2024-05-03 |
Ask2024-05-03 |
Underlying |
Strike price |
Expiration date |
Option type |
1.210EUR |
0.00% |
1.210 Bid Size: 50,000 |
1.250 Ask Size: 50,000 |
INFINEON TECH.AG NA ... |
40.00 EUR |
2027-12-17 |
Put |
Master data
WKN: |
PC3Z3B |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
INFINEON TECH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 EUR |
Maturity: |
2027-12-17 |
Issue date: |
2024-01-26 |
Last trading day: |
2027-12-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.02 |
Intrinsic value: |
0.87 |
Implied volatility: |
0.44 |
Historic volatility: |
0.34 |
Parity: |
0.87 |
Time value: |
0.38 |
Break-even: |
27.50 |
Moneyness: |
1.28 |
Premium: |
0.12 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.04 |
Spread %: |
3.31% |
Delta: |
-0.38 |
Theta: |
0.00 |
Omega: |
-0.96 |
Rho: |
-0.89 |
Quote data
Open: |
1.200 |
High: |
1.210 |
Low: |
1.190 |
Previous Close: |
1.210 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.14% |
1 Month |
|
|
+0.83% |
3 Months |
|
|
+8.04% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.210 |
1.140 |
1M High / 1M Low: |
1.300 |
1.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.163 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.191 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
49.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |