BNP Paribas Call 140 SIE 17.12.2027
/ DE000PC3Z894
BNP Paribas Call 140 SIE 17.12.20.../ DE000PC3Z894 /
| 2024-10-11 9:50:11 PM |
Chg.+0.220 |
Bid9:58:46 PM |
Ask9:58:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.030EUR |
+3.79% |
6.020
Bid Size: 3,200 |
6.190
Ask Size: 3,200 |
SIEMENS AG NA O.N. |
140.00 EUR |
2027-12-17 |
Call |
Master data
| WKN: |
PC3Z89 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.60 |
| Intrinsic value: |
4.58 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.24 |
| Parity: |
4.58 |
| Time value: |
1.61 |
| Break-even: |
201.90 |
| Moneyness: |
1.33 |
| Premium: |
0.09 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.17 |
| Spread %: |
2.82% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
2.77 |
| Rho: |
3.48 |
Quote data
| Open: |
5.810 |
| High: |
6.050 |
| Low: |
5.450 |
| Previous Close: |
5.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.08% |
| 1 Month |
|
|
+39.58% |
| 3 Months |
|
|
+2.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.030 |
5.590 |
| 1M High / 1M Low: |
6.030 |
4.220 |
| 6M High / 6M Low: |
6.410 |
3.750 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.072 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.17% |
| Volatility 6M: |
|
66.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
