BNP Paribas Call 9 CBK 17.12.2027
/ DE000PC3ZG41
BNP Paribas Call 9 CBK 17.12.2027/ DE000PC3ZG41 /
| 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 |
| 7.240EUR |
-2.82% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
9.00 EUR |
2027-12-17 |
Call |
Master data
| WKN: |
PC3ZG4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.04 |
| Intrinsic value: |
6.68 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.33 |
| Parity: |
6.68 |
| Time value: |
0.95 |
| Break-even: |
16.62 |
| Moneyness: |
1.74 |
| Premium: |
0.06 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.42 |
| Spread %: |
5.83% |
| Delta: |
0.99 |
| Theta: |
0.00 |
| Omega: |
2.05 |
| Rho: |
0.26 |
Quote data
| Open: |
7.450 |
| High: |
7.500 |
| Low: |
7.240 |
| Previous Close: |
7.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.60% |
| 1 Month |
|
|
+38.96% |
| 3 Months |
|
|
+15.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.500 |
7.240 |
| 1M High / 1M Low: |
7.510 |
4.890 |
| 6M High / 6M Low: |
7.780 |
4.700 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.985 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.278 |
| Avg. volume 6M: |
|
3.961 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.07% |
| Volatility 6M: |
|
73.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
