BNP Paribas Put 15.5 CBK 17.12.2027
/ DE000PC3ZJ48
BNP Paribas Put 15.5 CBK 17.12.20.../ DE000PC3ZJ48 /
| 20/09/2024 09:29:28 |
Chg.-0.02 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.59EUR |
-0.55% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
15.50 EUR |
17/12/2027 |
Put |
Master data
| WKN: |
PC3ZJ4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.50 EUR |
| Maturity: |
17/12/2027 |
| Issue date: |
26/01/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.33 |
| Parity: |
-0.18 |
| Time value: |
3.91 |
| Break-even: |
11.59 |
| Moneyness: |
0.99 |
| Premium: |
0.26 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.22 |
| Spread %: |
5.96% |
| Delta: |
-0.29 |
| Theta: |
0.00 |
| Omega: |
-1.15 |
| Rho: |
-0.27 |
Quote data
| Open: |
3.59 |
| High: |
3.59 |
| Low: |
3.59 |
| Previous Close: |
3.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.47% |
| 1 Month |
|
|
-26.88% |
| 3 Months |
|
|
-17.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.61 |
3.55 |
| 1M High / 1M Low: |
4.97 |
3.55 |
| 6M High / 6M Low: |
5.29 |
3.55 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.40% |
| Volatility 6M: |
|
48.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
