BNP Paribas Call 10.5 CBK 17.12.2027
/ DE000PC3ZG74
BNP Paribas Call 10.5 CBK 17.12.2.../ DE000PC3ZG74 /
| 2024-09-20 8:20:23 PM |
Chg.-0.210 |
Bid8:49:05 PM |
Ask8:49:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.220EUR |
-3.27% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
10.50 EUR |
2027-12-17 |
Call |
Master data
| WKN: |
PC3ZG7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.03 |
| Intrinsic value: |
5.18 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.33 |
| Parity: |
5.18 |
| Time value: |
1.44 |
| Break-even: |
17.11 |
| Moneyness: |
1.49 |
| Premium: |
0.09 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.42 |
| Spread %: |
6.79% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
2.17 |
| Rho: |
0.25 |
Quote data
| Open: |
6.420 |
| High: |
6.470 |
| Low: |
6.220 |
| Previous Close: |
6.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.16% |
| 1 Month |
|
|
+43.32% |
| 3 Months |
|
|
+16.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.470 |
6.220 |
| 1M High / 1M Low: |
6.490 |
4.040 |
| 6M High / 6M Low: |
6.790 |
3.880 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.369 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.38% |
| Volatility 6M: |
|
81.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
