BNP Paribas Call 200 SIE 17.12.2027
/ DE000PC3Z9M2
BNP Paribas Call 200 SIE 17.12.20.../ DE000PC3Z9M2 /
| 9/10/2024 9:35:48 AM |
Chg.-0.02 |
Bid12:11:01 PM |
Ask12:11:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.79EUR |
-1.10% |
1.77
Bid Size: 27,000 |
1.85
Ask Size: 27,000 |
SIEMENS AG NA O.N. |
200.00 EUR |
12/17/2027 |
Call |
Master data
| WKN: |
PC3Z9M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 EUR |
| Maturity: |
12/17/2027 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.24 |
| Parity: |
-3.74 |
| Time value: |
1.88 |
| Break-even: |
218.80 |
| Moneyness: |
0.81 |
| Premium: |
0.35 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.09 |
| Spread %: |
5.03% |
| Delta: |
0.48 |
| Theta: |
-0.02 |
| Omega: |
4.16 |
| Rho: |
1.94 |
Quote data
| Open: |
1.79 |
| High: |
1.79 |
| Low: |
1.79 |
| Previous Close: |
1.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.13% |
| 1 Month |
|
|
+7.19% |
| 3 Months |
|
|
-26.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
1.81 |
| 1M High / 1M Low: |
2.16 |
1.66 |
| 6M High / 6M Low: |
3.28 |
1.51 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.57% |
| Volatility 6M: |
|
86.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
