BNP Paribas Call 13.5 CBK 17.12.2027
/ DE000PC3ZHD8
BNP Paribas Call 13.5 CBK 17.12.2.../ DE000PC3ZHD8 /
| 1/24/2025 9:40:32 AM |
Chg.+0.32 |
Bid8:08:20 PM |
Ask8:08:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.38EUR |
+5.28% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
13.50 EUR |
12/17/2027 |
Call |
Master data
| WKN: |
PC3ZHD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
12/17/2027 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.83 |
| Intrinsic value: |
4.64 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.32 |
| Parity: |
4.64 |
| Time value: |
1.79 |
| Break-even: |
19.92 |
| Moneyness: |
1.34 |
| Premium: |
0.10 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.08 |
| Spread %: |
1.26% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
2.42 |
| Rho: |
0.26 |
Quote data
| Open: |
6.38 |
| High: |
6.38 |
| Low: |
6.38 |
| Previous Close: |
6.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.32% |
| 1 Month |
|
|
+45.66% |
| 3 Months |
|
|
+23.17% |
| YTD |
|
|
+39.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.18 |
5.68 |
| 1M High / 1M Low: |
6.18 |
4.44 |
| 6M High / 6M Low: |
6.18 |
2.64 |
| High (YTD): |
1/21/2025 |
6.18 |
| Low (YTD): |
1/3/2025 |
4.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.54% |
| Volatility 6M: |
|
94.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |