BNP Paribas Call 12 CBK 17.12.2027
/ DE000PC3ZHA4
BNP Paribas Call 12 CBK 17.12.202.../ DE000PC3ZHA4 /
| 1/24/2025 2:50:14 PM |
Chg.0.000 |
Bid3:05:10 PM |
Ask3:05:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.320EUR |
0.00% |
7.360
Bid Size: 9,000 |
7.420
Ask Size: 9,000 |
COMMERZBANK AG |
12.00 EUR |
12/17/2027 |
Call |
Master data
| WKN: |
PC3ZHA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
12/17/2027 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.80 |
| Intrinsic value: |
6.14 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.32 |
| Parity: |
6.14 |
| Time value: |
1.27 |
| Break-even: |
19.40 |
| Moneyness: |
1.51 |
| Premium: |
0.07 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.08 |
| Spread %: |
1.09% |
| Delta: |
0.92 |
| Theta: |
0.00 |
| Omega: |
2.25 |
| Rho: |
0.27 |
Quote data
| Open: |
7.320 |
| High: |
7.370 |
| Low: |
7.280 |
| Previous Close: |
7.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.96% |
| 1 Month |
|
|
+42.14% |
| 3 Months |
|
|
+22.20% |
| YTD |
|
|
+32.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.320 |
6.780 |
| 1M High / 1M Low: |
7.320 |
5.240 |
| 6M High / 6M Low: |
7.320 |
3.210 |
| High (YTD): |
1/23/2025 |
7.320 |
| Low (YTD): |
1/2/2025 |
5.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.231 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.231 |
| Avg. volume 6M: |
|
.031 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.02% |
| Volatility 6M: |
|
89.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |