BNP Paribas Call 210 SIE 17.12.2027
/ DE000PC3Z9N0
BNP Paribas Call 210 SIE 17.12.20.../ DE000PC3Z9N0 /
| 10/11/2024 4:37:40 PM |
Chg.+0.20 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.50EUR |
+8.70% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
210.00 EUR |
12/17/2027 |
Call |
Master data
| WKN: |
PC3Z9N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 EUR |
| Maturity: |
12/17/2027 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.24 |
| Parity: |
-2.42 |
| Time value: |
2.66 |
| Break-even: |
236.60 |
| Moneyness: |
0.88 |
| Premium: |
0.27 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
3.50% |
| Delta: |
0.56 |
| Theta: |
-0.02 |
| Omega: |
3.89 |
| Rho: |
2.44 |
Quote data
| Open: |
2.50 |
| High: |
2.50 |
| Low: |
2.50 |
| Previous Close: |
2.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+56.25% |
| 3 Months |
|
|
+6.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.50 |
2.24 |
| 1M High / 1M Low: |
2.50 |
1.53 |
| 6M High / 6M Low: |
2.91 |
1.31 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.46% |
| Volatility 6M: |
|
92.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
