BNP Paribas Call 210 SIE 17.12.2027
/ DE000PC3Z9N0
BNP Paribas Call 210 SIE 17.12.20.../ DE000PC3Z9N0 /
| 9/10/2024 9:35:48 AM |
Chg.-0.01 |
Bid2:53:53 PM |
Ask2:53:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
-0.64% |
1.52
Bid Size: 28,000 |
1.60
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: |
1.55 |
| High: |
1.55 |
| Low: |
1.55 |
| Previous Close: |
1.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.55% |
| 1 Month |
|
|
+6.90% |
| 3 Months |
|
|
-27.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.56 |
| 1M High / 1M Low: |
1.88 |
1.44 |
| 6M High / 6M Low: |
2.91 |
1.31 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.40% |
| Volatility 6M: |
|
88.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
