BNP Paribas Call 210 SIE 17.12.2027
/ DE000PC3Z9N0
BNP Paribas Call 210 SIE 17.12.20.../ DE000PC3Z9N0 /
9/10/2024 1:50:15 PM |
Chg.-0.030 |
Bid2:08:14 PM |
Ask2:08:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.520EUR |
-1.94% |
1.510 Bid Size: 28,000 |
1.590 Ask Size: 28,000 |
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: |
9.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.89 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.24 |
Parity: |
-4.74 |
Time value: |
1.64 |
Break-even: |
226.40 |
Moneyness: |
0.77 |
Premium: |
0.39 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.09 |
Spread %: |
5.81% |
Delta: |
0.43 |
Theta: |
-0.02 |
Omega: |
4.30 |
Rho: |
1.77 |
Quote data
Open: |
1.530 |
High: |
1.560 |
Low: |
1.520 |
Previous Close: |
1.550 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.64% |
1 Month |
|
|
+5.56% |
3 Months |
|
|
-29.63% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.740 |
1.480 |
1M High / 1M Low: |
1.860 |
1.420 |
6M High / 6M Low: |
2.890 |
1.350 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.618 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.645 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.121 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
62.51% |
Volatility 6M: |
|
85.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |