BNP Paribas Call 340 MUV2 18.12.2026
/ DE000PC30R95
BNP Paribas Call 340 MUV2 18.12.2.../ DE000PC30R95 /
8/5/2024 9:41:20 AM |
Chg.-0.44 |
Bid10:44:54 AM |
Ask10:44:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
11.89EUR |
-3.57% |
11.71 Bid Size: 14,000 |
11.89 Ask Size: 14,000 |
MUENCH.RUECKVERS.VNA... |
340.00 EUR |
12/18/2026 |
Call |
Master data
WKN: |
PC30R9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 EUR |
Maturity: |
12/18/2026 |
Issue date: |
1/26/2024 |
Last trading day: |
12/17/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.97 |
Intrinsic value: |
9.63 |
Implied volatility: |
0.14 |
Historic volatility: |
0.18 |
Parity: |
9.63 |
Time value: |
2.97 |
Break-even: |
466.00 |
Moneyness: |
1.28 |
Premium: |
0.07 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.28 |
Spread %: |
2.27% |
Delta: |
0.95 |
Theta: |
-0.03 |
Omega: |
3.31 |
Rho: |
6.89 |
Quote data
Open: |
11.89 |
High: |
11.89 |
Low: |
11.89 |
Previous Close: |
12.33 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.97% |
1 Month |
|
|
-12.12% |
3 Months |
|
|
+15.10% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.28 |
12.33 |
1M High / 1M Low: |
14.90 |
12.33 |
6M High / 6M Low: |
15.44 |
8.45 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.65 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
13.86 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
12.58 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.08% |
Volatility 6M: |
|
56.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |