BNP Paribas Call 13.6 CBK 15.11.2024
/ DE000PG5HJ98
BNP Paribas Call 13.6 CBK 15.11.2.../ DE000PG5HJ98 /
| 2024-11-04 9:50:22 PM |
Chg.-0.010 |
Bid2024-11-04 |
Ask2024-11-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.750EUR |
-0.36% |
2.750
Bid Size: 1,800 |
2.930
Ask Size: 1,800 |
COMMERZBANK AG |
13.60 EUR |
2024-11-15 |
Call |
Master data
| WKN: |
PG5HJ9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.60 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-08-02 |
| Last trading day: |
2024-11-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.76 |
| Intrinsic value: |
2.75 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.32 |
| Parity: |
2.75 |
| Time value: |
0.21 |
| Break-even: |
16.56 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.18 |
| Spread %: |
6.47% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
4.82 |
| Rho: |
0.00 |
Quote data
| Open: |
2.770 |
| High: |
2.860 |
| Low: |
2.710 |
| Previous Close: |
2.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.61% |
| 1 Month |
|
|
-11.00% |
| 3 Months |
|
|
+139.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.760 |
2.590 |
| 1M High / 1M Low: |
3.280 |
2.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.953 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
