BNP Paribas Call 12 CBK 17.12.2027
/ DE000PC3ZHA4
BNP Paribas Call 12 CBK 17.12.202.../ DE000PC3ZHA4 /
| 01/11/2024 09:25:32 |
Chg.+0.01 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.14EUR |
+0.16% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
12.00 EUR |
17/12/2027 |
Call |
Master data
| WKN: |
PC3ZHA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
17/12/2027 |
| Issue date: |
26/01/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.47 |
| Intrinsic value: |
4.35 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.32 |
| Parity: |
4.35 |
| Time value: |
1.86 |
| Break-even: |
18.21 |
| Moneyness: |
1.36 |
| Premium: |
0.11 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.10 |
| Spread %: |
1.64% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
2.26 |
| Rho: |
0.24 |
Quote data
| Open: |
6.14 |
| High: |
6.14 |
| Low: |
6.14 |
| Previous Close: |
6.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.16% |
| 1 Month |
|
|
+0.99% |
| 3 Months |
|
|
+34.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.14 |
6.01 |
| 1M High / 1M Low: |
6.59 |
6.01 |
| 6M High / 6M Low: |
6.59 |
3.20 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.07 |
| Avg. volume 6M: |
|
1.16 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
31.99% |
| Volatility 6M: |
|
88.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
