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: |
|
- |
