BNP Paribas Put 42 IFX 17.12.2027
/ DE000PC3Z3C6
BNP Paribas Put 42 IFX 17.12.2027/ DE000PC3Z3C6 /
| 24/01/2025 12:20:16 |
Chg.-0.020 |
Bid24/01/2025 |
Ask24/01/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
-1.57% |
1.250
Bid Size: 50,000 |
1.280
Ask Size: 50,000 |
INFINEON TECH.AG NA ... |
42.00 EUR |
17/12/2027 |
Put |
Master data
| WKN: |
PC3Z3C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 EUR |
| Maturity: |
17/12/2027 |
| Issue date: |
26/01/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.37 |
| Parity: |
0.78 |
| Time value: |
0.52 |
| Break-even: |
29.00 |
| Moneyness: |
1.23 |
| Premium: |
0.15 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
2.36% |
| Delta: |
-0.42 |
| Theta: |
0.00 |
| Omega: |
-1.10 |
| Rho: |
-0.79 |
Quote data
| Open: |
1.300 |
| High: |
1.300 |
| Low: |
1.240 |
| Previous Close: |
1.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.34% |
| 1 Month |
|
|
-11.97% |
| 3 Months |
|
|
-13.19% |
| YTD |
|
|
-10.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
1.260 |
| 1M High / 1M Low: |
1.420 |
1.260 |
| 6M High / 6M Low: |
1.560 |
1.260 |
| High (YTD): |
03/01/2025 |
1.420 |
| Low (YTD): |
21/01/2025 |
1.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.326 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.417 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.00% |
| Volatility 6M: |
|
42.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |