BNP Paribas Call 15.5 DBK 17.12.2027
/ DE000PC3ZN00
BNP Paribas Call 15.5 DBK 17.12.2.../ DE000PC3ZN00 /
| 2024-05-07 10:43:01 AM |
Chg.+0.31 |
Bid6:04:43 PM |
Ask6:04:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.77EUR |
+8.96% |
3.91
Bid Size: 2,800 |
3.97
Ask Size: 2,800 |
DEUTSCHE BANK AG NA ... |
15.50 EUR |
2027-12-17 |
Call |
Master data
| WKN: |
PC3ZN0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.02 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.26 |
| Parity: |
0.11 |
| Time value: |
3.65 |
| Break-even: |
19.26 |
| Moneyness: |
1.01 |
| Premium: |
0.23 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
1.62% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
2.94 |
| Rho: |
0.26 |
Quote data
| Open: |
3.76 |
| High: |
3.77 |
| Low: |
3.76 |
| Previous Close: |
3.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.23% |
| 1 Month |
|
|
+23.20% |
| 3 Months |
|
|
+116.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.46 |
3.40 |
| 1M High / 1M Low: |
4.43 |
3.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
