BNP Paribas Call 8 CBK 17.12.2027
/ DE000PC3ZG25
BNP Paribas Call 8 CBK 17.12.2027/ DE000PC3ZG25 /
| 2024-06-14 9:54:15 AM |
Chg.-0.54 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.02EUR |
-7.14% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
8.00 EUR |
2027-12-17 |
Call |
Master data
| WKN: |
PC3ZG2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.00 |
| Intrinsic value: |
5.77 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.29 |
| Parity: |
5.77 |
| Time value: |
1.02 |
| Break-even: |
14.78 |
| Moneyness: |
1.72 |
| Premium: |
0.07 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.09 |
| Spread %: |
1.35% |
| Delta: |
0.97 |
| Theta: |
0.00 |
| Omega: |
1.97 |
| Rho: |
0.23 |
Quote data
| Open: |
7.02 |
| High: |
7.02 |
| Low: |
7.02 |
| Previous Close: |
7.56 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.55% |
| 1 Month |
|
|
-11.48% |
| 3 Months |
|
|
+42.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.26 |
7.02 |
| 1M High / 1M Low: |
8.56 |
7.02 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
