BNP Paribas Call 11.5 EOAN 17.12.2027
/ DE000PC3ZXH6
BNP Paribas Call 11.5 EOAN 17.12..../ DE000PC3ZXH6 /
| 20/09/2024 21:50:17 |
Chg.+0.020 |
Bid21:54:35 |
Ask21:54:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.950EUR |
+0.68% |
2.940
Bid Size: 5,000 |
3.030
Ask Size: 5,000 |
E.ON SE NA O.N. |
11.50 EUR |
17/12/2027 |
Call |
Master data
| WKN: |
PC3ZXH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
E.ON SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
17/12/2027 |
| Issue date: |
26/01/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.43 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.18 |
| Parity: |
1.76 |
| Time value: |
1.27 |
| Break-even: |
14.53 |
| Moneyness: |
1.15 |
| Premium: |
0.10 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.09 |
| Spread %: |
3.06% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
4.09 |
| Rho: |
0.30 |
Quote data
| Open: |
2.890 |
| High: |
2.970 |
| Low: |
2.890 |
| Previous Close: |
2.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.23% |
| 1 Month |
|
|
+26.07% |
| 3 Months |
|
|
+8.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.320 |
2.930 |
| 1M High / 1M Low: |
3.320 |
2.340 |
| 6M High / 6M Low: |
3.320 |
2.070 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.834 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.642 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.54% |
| Volatility 6M: |
|
57.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
