BNP Paribas Call 10.5 CBK 17.12.2027
/ DE000PC3ZG74
BNP Paribas Call 10.5 CBK 17.12.2.../ DE000PC3ZG74 /
| 24/01/2025 09:40:32 |
Chg.+0.36 |
Bid20:08:20 |
Ask20:08:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.45EUR |
+4.45% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
10.50 EUR |
17/12/2027 |
Call |
Master data
| WKN: |
PC3ZG7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 EUR |
| Maturity: |
17/12/2027 |
| Issue date: |
26/01/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.83 |
| Intrinsic value: |
7.61 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.32 |
| Parity: |
7.61 |
| Time value: |
0.81 |
| Break-even: |
18.91 |
| Moneyness: |
1.72 |
| Premium: |
0.04 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.08 |
| Spread %: |
0.96% |
| Delta: |
1.00 |
| Theta: |
0.00 |
| Omega: |
2.15 |
| Rho: |
0.28 |
Quote data
| Open: |
8.45 |
| High: |
8.45 |
| Low: |
8.45 |
| Previous Close: |
8.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.46% |
| 1 Month |
|
|
+39.44% |
| 3 Months |
|
|
+20.54% |
| YTD |
|
|
+34.55% |
| 1 Year |
|
|
+188.40% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.45 |
8.09 |
| 1M High / 1M Low: |
8.45 |
6.14 |
| 6M High / 6M Low: |
8.45 |
3.86 |
| High (YTD): |
24/01/2025 |
8.45 |
| Low (YTD): |
03/01/2025 |
6.23 |
| 52W High: |
24/01/2025 |
8.45 |
| 52W Low: |
08/02/2024 |
2.66 |
| Avg. price 1W: |
|
8.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.46 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
40.83% |
| Volatility 6M: |
|
81.64% |
| Volatility 1Y: |
|
69.84% |
| Volatility 3Y: |
|
- |