BNP Paribas Call 10.5 CBK 17.12.2027
/ DE000PC3ZG74
BNP Paribas Call 10.5 CBK 17.12.2.../ DE000PC3ZG74 /
| 1/9/2025 9:28:38 AM |
Chg.-0.01 |
Bid4:43:05 PM |
Ask4:43:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.81EUR |
-0.15% |
7.21
Bid Size: 10,000 |
7.27
Ask Size: 10,000 |
COMMERZBANK AG |
10.50 EUR |
12/17/2027 |
Call |
Master data
| WKN: |
PC3ZG7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 EUR |
| Maturity: |
12/17/2027 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.26 |
| Intrinsic value: |
5.81 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.32 |
| Parity: |
5.81 |
| Time value: |
1.06 |
| Break-even: |
17.37 |
| Moneyness: |
1.55 |
| Premium: |
0.06 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.08 |
| Spread %: |
1.18% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
2.22 |
| Rho: |
0.25 |
Quote data
| Open: |
6.81 |
| High: |
6.81 |
| Low: |
6.81 |
| Previous Close: |
6.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.91% |
| 1 Month |
|
|
+13.12% |
| 3 Months |
|
|
-8.34% |
| YTD |
|
|
+8.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.82 |
6.23 |
| 1M High / 1M Low: |
6.82 |
6.02 |
| 6M High / 6M Low: |
7.54 |
3.86 |
| High (YTD): |
1/8/2025 |
6.82 |
| Low (YTD): |
1/3/2025 |
6.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.46% |
| Volatility 6M: |
|
81.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |