BNP Paribas Put 45 IFX 17.12.2027
/ DE000PC3Z3D4
BNP Paribas Put 45 IFX 17.12.2027/ DE000PC3Z3D4 /
| 2024-06-05 9:50:11 PM |
Chg.-0.020 |
Bid9:56:29 PM |
Ask9:56:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.260EUR |
-1.56% |
1.260
Bid Size: 10,000 |
1.300
Ask Size: 10,000 |
INFINEON TECH.AG NA ... |
45.00 EUR |
2027-12-17 |
Put |
Master data
| WKN: |
PC3Z3D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.36 |
| Parity: |
0.83 |
| Time value: |
0.49 |
| Break-even: |
31.80 |
| Moneyness: |
1.23 |
| Premium: |
0.13 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
3.13% |
| Delta: |
-0.38 |
| Theta: |
0.00 |
| Omega: |
-1.06 |
| Rho: |
-0.96 |
Quote data
| Open: |
1.280 |
| High: |
1.290 |
| Low: |
1.260 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-19.75% |
| 3 Months |
|
|
-14.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
1.260 |
| 1M High / 1M Low: |
1.530 |
1.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.280 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
