BNP Paribas Call 35 PAH3 18.12.2026
/ DE000PC30UM9
BNP Paribas Call 35 PAH3 18.12.20.../ DE000PC30UM9 /
11/09/2024 09:32:37 |
Chg.-0.030 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
-3.75% |
- Bid Size: - |
- Ask Size: - |
PORSCHE AUTOM.HLDG V... |
35.00 EUR |
18/12/2026 |
Call |
Master data
WKN: |
PC30UM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
PORSCHE AUTOM.HLDG VZO |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 EUR |
Maturity: |
18/12/2026 |
Issue date: |
26/01/2024 |
Last trading day: |
17/12/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.19 |
Historic volatility: |
0.22 |
Parity: |
0.34 |
Time value: |
0.44 |
Break-even: |
42.80 |
Moneyness: |
1.10 |
Premium: |
0.12 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
4.00% |
Delta: |
0.77 |
Theta: |
0.00 |
Omega: |
3.78 |
Rho: |
0.49 |
Quote data
Open: |
0.770 |
High: |
0.770 |
Low: |
0.770 |
Previous Close: |
0.800 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.10% |
1 Month |
|
|
-2.53% |
3 Months |
|
|
-49.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.800 |
1M High / 1M Low: |
0.920 |
0.750 |
6M High / 6M Low: |
1.870 |
0.750 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.820 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.856 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.314 |
Avg. volume 6M: |
|
134.109 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.32% |
Volatility 6M: |
|
65.71% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |