BNP Paribas Call 38 PAH3 18.12.2026
/ DE000PC30UN7
BNP Paribas Call 38 PAH3 18.12.20.../ DE000PC30UN7 /
06/08/2024 17:50:19 |
Chg.-0.020 |
Bid17:57:05 |
Ask17:57:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
-2.94% |
0.670 Bid Size: 10,000 |
0.700 Ask Size: 10,000 |
PORSCHE AUTOM.HLDG V... |
38.00 EUR |
18/12/2026 |
Call |
Master data
WKN: |
PC30UN |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
PORSCHE AUTOM.HLDG VZO |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.00 EUR |
Maturity: |
18/12/2026 |
Issue date: |
26/01/2024 |
Last trading day: |
17/12/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.71 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.24 |
Historic volatility: |
0.22 |
Parity: |
0.09 |
Time value: |
0.69 |
Break-even: |
45.70 |
Moneyness: |
1.02 |
Premium: |
0.18 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.09 |
Spread %: |
13.24% |
Delta: |
0.68 |
Theta: |
0.00 |
Omega: |
3.44 |
Rho: |
0.45 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.650 |
Previous Close: |
0.680 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-23.26% |
1 Month |
|
|
-32.65% |
3 Months |
|
|
-54.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.680 |
1M High / 1M Low: |
1.020 |
0.680 |
6M High / 6M Low: |
1.630 |
0.680 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.780 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.909 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.265 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61.62% |
Volatility 6M: |
|
62.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |