BNP Paribas Call 15.2 CBK 19.07.2024
/ DE000PC9NXH9
BNP Paribas Call 15.2 CBK 19.07.2.../ DE000PC9NXH9 /
2024-06-27 11:50:17 AM |
Chg.+0.010 |
Bid2024-06-27 |
Ask2024-06-27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
+7.14% |
0.150 Bid Size: 27,000 |
0.160 Ask Size: 27,000 |
COMMERZBANK AG |
15.20 EUR |
2024-07-19 |
Call |
Master data
WKN: |
PC9NXH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
COMMERZBANK AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.20 EUR |
Maturity: |
2024-07-19 |
Issue date: |
2024-05-13 |
Last trading day: |
2024-07-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
83.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.29 |
Parity: |
-1.04 |
Time value: |
0.17 |
Break-even: |
15.37 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
2.90 |
Spread abs.: |
0.02 |
Spread %: |
13.33% |
Delta: |
0.24 |
Theta: |
-0.01 |
Omega: |
19.74 |
Rho: |
0.00 |
Quote data
Open: |
0.130 |
High: |
0.170 |
Low: |
0.130 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-28.57% |
1 Month |
|
|
-83.87% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.140 |
1M High / 1M Low: |
1.010 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.158 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.493 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
312.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |