BNP Paribas Call 13 CBK 15.11.2024
/ DE000PG53NT2
BNP Paribas Call 13 CBK 15.11.202.../ DE000PG53NT2 /
| 2024-11-04 9:50:11 PM |
Chg.0.000 |
Bid2024-11-04 |
Ask2024-11-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.340EUR |
0.00% |
3.340
Bid Size: 1,800 |
3.520
Ask Size: 1,800 |
COMMERZBANK AG |
13.00 EUR |
2024-11-15 |
Call |
Master data
| WKN: |
PG53NT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-08-09 |
| Last trading day: |
2024-11-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.36 |
| Intrinsic value: |
3.35 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.32 |
| Parity: |
3.35 |
| Time value: |
0.20 |
| Break-even: |
16.55 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.18 |
| Spread %: |
5.34% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
4.11 |
| Rho: |
0.00 |
Quote data
| Open: |
3.350 |
| High: |
3.450 |
| Low: |
3.290 |
| Previous Close: |
3.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.45% |
| 1 Month |
|
|
-8.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.340 |
3.170 |
| 1M High / 1M Low: |
3.850 |
3.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.526 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
