BNP Paribas Call 15 CBK 17.12.2027
/ DE000PC3ZHG1
BNP Paribas Call 15 CBK 17.12.202.../ DE000PC3ZHG1 /
8/23/2024 10:22:57 AM |
Chg.+0.23 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.58EUR |
+9.79% |
- Bid Size: - |
- Ask Size: - |
COMMERZBANK AG |
15.00 EUR |
12/17/2027 |
Call |
Master data
WKN: |
PC3ZHG |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
COMMERZBANK AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 EUR |
Maturity: |
12/17/2027 |
Issue date: |
1/26/2024 |
Last trading day: |
12/16/2027 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.68 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.29 |
Parity: |
-1.91 |
Time value: |
2.60 |
Break-even: |
17.60 |
Moneyness: |
0.87 |
Premium: |
0.34 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.05 |
Spread %: |
1.96% |
Delta: |
0.59 |
Theta: |
0.00 |
Omega: |
2.97 |
Rho: |
0.17 |
Quote data
Open: |
2.59 |
High: |
2.59 |
Low: |
2.58 |
Previous Close: |
2.35 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.26% |
1 Month |
|
|
-34.85% |
3 Months |
|
|
-42.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.58 |
2.34 |
1M High / 1M Low: |
4.00 |
2.18 |
6M High / 6M Low: |
4.51 |
1.58 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.44 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.87 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.18 |
Avg. volume 6M: |
|
.39 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.06% |
Volatility 6M: |
|
77.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |