BNP Paribas Call 350 ALV 15.12.2028
/ DE000PL3W4M7
BNP Paribas Call 350 ALV 15.12.20.../ DE000PL3W4M7 /
| 1/24/2025 9:50:14 PM |
Chg.-0.020 |
Bid9:53:35 PM |
Ask9:53:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.430EUR |
-0.82% |
2.430
Bid Size: 4,800 |
2.500
Ask Size: 4,800 |
ALLIANZ SE NA O.N. |
350.00 EUR |
12/15/2028 |
Call |
Master data
| WKN: |
PL3W4M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 EUR |
| Maturity: |
12/15/2028 |
| Issue date: |
12/16/2024 |
| Last trading day: |
12/14/2028 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.15 |
| Parity: |
-4.11 |
| Time value: |
2.50 |
| Break-even: |
375.00 |
| Moneyness: |
0.88 |
| Premium: |
0.21 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.07 |
| Spread %: |
2.88% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
6.34 |
| Rho: |
5.19 |
Quote data
| Open: |
2.490 |
| High: |
2.490 |
| Low: |
2.410 |
| Previous Close: |
2.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.65% |
| 1 Month |
|
|
+16.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
+12.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.450 |
2.310 |
| 1M High / 1M Low: |
2.450 |
1.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
2.450 |
| Low (YTD): |
1/2/2025 |
1.980 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.174 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |