BNP Paribas Call 145 SIE 18.12.2026
/ DE000PC3Z8U7
BNP Paribas Call 145 SIE 18.12.20.../ DE000PC3Z8U7 /
| 2024-11-15 9:28:59 AM |
Chg.-0.29 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.23EUR |
-5.25% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
145.00 EUR |
2026-12-18 |
Call |
Master data
| WKN: |
PC3Z8U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 EUR |
| Maturity: |
2026-12-18 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2026-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.64 |
| Intrinsic value: |
4.24 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.23 |
| Parity: |
4.24 |
| Time value: |
1.19 |
| Break-even: |
199.30 |
| Moneyness: |
1.29 |
| Premium: |
0.06 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.13 |
| Spread %: |
2.45% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
3.10 |
| Rho: |
2.38 |
Quote data
| Open: |
5.23 |
| High: |
5.23 |
| Low: |
5.23 |
| Previous Close: |
5.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.32% |
| 1 Month |
|
|
+4.39% |
| 3 Months |
|
|
+47.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.52 |
4.66 |
| 1M High / 1M Low: |
5.52 |
4.62 |
| 6M High / 6M Low: |
5.52 |
3.00 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.94% |
| Volatility 6M: |
|
78.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
