BNP Paribas Call 360 MUV2 18.12.2026
/ DE000PC30SB6
BNP Paribas Call 360 MUV2 18.12.2.../ DE000PC30SB6 /
2024-08-05 5:20:53 PM |
Chg.-0.470 |
Bid5:24:43 PM |
Ask5:24:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
10.460EUR |
-4.30% |
10.440 Bid Size: 15,000 |
10.530 Ask Size: 15,000 |
MUENCH.RUECKVERS.VNA... |
360.00 EUR |
2026-12-18 |
Call |
Master data
WKN: |
PC30SB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
360.00 EUR |
Maturity: |
2026-12-18 |
Issue date: |
2024-01-26 |
Last trading day: |
2026-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.44 |
Intrinsic value: |
7.63 |
Implied volatility: |
0.15 |
Historic volatility: |
0.18 |
Parity: |
7.63 |
Time value: |
3.49 |
Break-even: |
471.20 |
Moneyness: |
1.21 |
Premium: |
0.08 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.16 |
Spread %: |
1.46% |
Delta: |
0.90 |
Theta: |
-0.04 |
Omega: |
3.53 |
Rho: |
6.68 |
Quote data
Open: |
9.850 |
High: |
10.460 |
Low: |
9.850 |
Previous Close: |
10.930 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-14.54% |
1 Month |
|
|
-10.83% |
3 Months |
|
|
+20.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
12.660 |
10.930 |
1M High / 1M Low: |
13.250 |
10.930 |
6M High / 6M Low: |
13.750 |
7.550 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.974 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
12.413 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
11.206 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61.30% |
Volatility 6M: |
|
61.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |