BNP Paribas Put 10.5 CBK 18.12.2026
/ DE000PC3ZJD4
BNP Paribas Put 10.5 CBK 18.12.20.../ DE000PC3ZJD4 /
| 11/4/2024 9:50:13 PM |
Chg.-0.010 |
Bid11/4/2024 |
Ask11/4/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
-1.00% |
0.990
Bid Size: 7,400 |
1.040
Ask Size: 7,400 |
COMMERZBANK AG |
10.50 EUR |
12/18/2026 |
Put |
Master data
| WKN: |
PC3ZJD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.50 EUR |
| Maturity: |
12/18/2026 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/17/2026 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.32 |
| Parity: |
-5.85 |
| Time value: |
1.05 |
| Break-even: |
9.45 |
| Moneyness: |
0.64 |
| Premium: |
0.42 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
5.00% |
| Delta: |
-0.14 |
| Theta: |
0.00 |
| Omega: |
-2.12 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.990 |
| High: |
1.000 |
| Low: |
0.970 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.81% |
| 1 Month |
|
|
-1.00% |
| 3 Months |
|
|
-34.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
1.000 |
| 1M High / 1M Low: |
1.070 |
0.960 |
| 6M High / 6M Low: |
1.790 |
0.950 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.008 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.320 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
33.43% |
| Volatility 6M: |
|
68.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
