BNP Paribas Call 12 CBK 17.12.2027
/ DE000PC3ZHA4
BNP Paribas Call 12 CBK 17.12.202.../ DE000PC3ZHA4 /
| 8/23/2024 10:22:57 AM |
Chg.+0.30 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.73EUR |
+8.75% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
12.00 EUR |
12/17/2027 |
Call |
Master data
| WKN: |
PC3ZHA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
12/17/2027 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.91 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.29 |
| Parity: |
1.10 |
| Time value: |
2.66 |
| Break-even: |
15.75 |
| Moneyness: |
1.09 |
| Premium: |
0.20 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
1.35% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
2.61 |
| Rho: |
0.20 |
Quote data
| Open: |
3.75 |
| High: |
3.75 |
| Low: |
3.73 |
| Previous Close: |
3.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.38% |
| 1 Month |
|
|
-30.02% |
| 3 Months |
|
|
-32.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.73 |
3.42 |
| 1M High / 1M Low: |
5.36 |
3.20 |
| 6M High / 6M Low: |
5.96 |
2.28 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.03 |
| Avg. volume 1M: |
|
6.82 |
| Avg. price 6M: |
|
4.34 |
| Avg. volume 6M: |
|
1.18 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.70% |
| Volatility 6M: |
|
69.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
