BNP Paribas Call 135 SIE 17.12.2027
/ DE000PC3Z886
BNP Paribas Call 135 SIE 17.12.20.../ DE000PC3Z886 /
| 26/09/2024 09:24:59 |
Chg.+0.33 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.46EUR |
+6.43% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
135.00 EUR |
17/12/2027 |
Call |
Master data
| WKN: |
PC3Z88 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 EUR |
| Maturity: |
17/12/2027 |
| Issue date: |
26/01/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.82 |
| Intrinsic value: |
3.75 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.24 |
| Parity: |
3.75 |
| Time value: |
1.52 |
| Break-even: |
187.70 |
| Moneyness: |
1.28 |
| Premium: |
0.09 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.09 |
| Spread %: |
1.74% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
3.07 |
| Rho: |
3.52 |
Quote data
| Open: |
5.46 |
| High: |
5.46 |
| Low: |
5.46 |
| Previous Close: |
5.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
+10.98% |
| 3 Months |
|
|
+4.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.46 |
4.65 |
| 1M High / 1M Low: |
5.46 |
4.54 |
| 6M High / 6M Low: |
6.75 |
3.93 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.51% |
| Volatility 6M: |
|
61.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
