BNP Paribas Call 13.4 CBK 15.11.2024
/ DE000PG53NR6
BNP Paribas Call 13.4 CBK 15.11.2.../ DE000PG53NR6 /
| 2024-11-04 9:50:14 PM |
Chg.0.000 |
Bid2024-11-04 |
Ask2024-11-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.950EUR |
0.00% |
2.950
Bid Size: 1,800 |
3.130
Ask Size: 1,800 |
COMMERZBANK AG |
13.40 EUR |
2024-11-15 |
Call |
Master data
| WKN: |
PG53NR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.40 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-08-09 |
| Last trading day: |
2024-11-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.96 |
| Intrinsic value: |
2.95 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.32 |
| Parity: |
2.95 |
| Time value: |
0.21 |
| Break-even: |
16.56 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.18 |
| Spread %: |
6.04% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
4.55 |
| Rho: |
0.00 |
Quote data
| Open: |
2.960 |
| High: |
3.060 |
| Low: |
2.900 |
| Previous Close: |
2.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.79% |
| 1 Month |
|
|
-10.06% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.950 |
2.780 |
| 1M High / 1M Low: |
3.470 |
2.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
