BNP Paribas Call 140 SIE 18.12.2026
/ DE000PC3Z8T9
BNP Paribas Call 140 SIE 18.12.20.../ DE000PC3Z8T9 /
| 15/11/2024 21:50:18 |
Chg.-0.020 |
Bid21:56:24 |
Ask21:56:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.650EUR |
-0.35% |
5.660
Bid Size: 3,000 |
5.790
Ask Size: 3,000 |
SIEMENS AG NA O.N. |
140.00 EUR |
18/12/2026 |
Call |
Master data
| WKN: |
PC3Z8T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
18/12/2026 |
| Issue date: |
26/01/2024 |
| Last trading day: |
17/12/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.01 |
| Intrinsic value: |
4.74 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.23 |
| Parity: |
4.74 |
| Time value: |
1.05 |
| Break-even: |
197.90 |
| Moneyness: |
1.34 |
| Premium: |
0.06 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.13 |
| Spread %: |
2.30% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
3.01 |
| Rho: |
2.42 |
Quote data
| Open: |
5.640 |
| High: |
5.770 |
| Low: |
5.520 |
| Previous Close: |
5.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.41% |
| 1 Month |
|
|
+6.40% |
| 3 Months |
|
|
+46.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.670 |
5.020 |
| 1M High / 1M Low: |
5.770 |
4.990 |
| 6M High / 6M Low: |
5.770 |
3.350 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.312 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.718 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.86% |
| Volatility 6M: |
|
72.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
