BNP Paribas Put 45 IFX 17.12.2027
/ DE000PC3Z3D4
BNP Paribas Put 45 IFX 17.12.2027/ DE000PC3Z3D4 /
| 1/24/2025 12:20:12 PM |
Chg.-0.030 |
Bid12:21:25 PM |
Ask12:21:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
-2.03% |
1.460
Bid Size: 50,000 |
1.490
Ask Size: 50,000 |
INFINEON TECH.AG NA ... |
45.00 EUR |
12/17/2027 |
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: |
12/17/2027 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.37 |
| Parity: |
1.08 |
| Time value: |
0.43 |
| Break-even: |
29.90 |
| Moneyness: |
1.32 |
| Premium: |
0.13 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
2.03% |
| Delta: |
-0.45 |
| Theta: |
0.00 |
| Omega: |
-1.03 |
| Rho: |
-0.89 |
Quote data
| Open: |
1.510 |
| High: |
1.510 |
| Low: |
1.440 |
| Previous Close: |
1.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.68% |
| 1 Month |
|
|
-11.59% |
| 3 Months |
|
|
-13.17% |
| YTD |
|
|
-11.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
1.470 |
| 1M High / 1M Low: |
1.650 |
1.470 |
| 6M High / 6M Low: |
1.800 |
1.470 |
| High (YTD): |
1/3/2025 |
1.650 |
| Low (YTD): |
1/21/2025 |
1.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.545 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.645 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
36.33% |
| Volatility 6M: |
|
39.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |