BNP Paribas Call 400 MUV2 18.12.2026
/ DE000PC30SD2
BNP Paribas Call 400 MUV2 18.12.2.../ DE000PC30SD2 /
| 8/5/2024 9:41:19 AM |
Chg.-0.34 |
Bid3:20:11 PM |
Ask3:20:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.05EUR |
-4.05% |
7.91
Bid Size: 17,500 |
8.00
Ask Size: 17,500 |
MUENCH.RUECKVERS.VNA... |
400.00 EUR |
12/18/2026 |
Call |
Master data
| WKN: |
PC30SD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
12/18/2026 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.70 |
| Intrinsic value: |
3.63 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
3.63 |
| Time value: |
4.96 |
| Break-even: |
485.90 |
| Moneyness: |
1.09 |
| Premium: |
0.11 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.16 |
| Spread %: |
1.90% |
| Delta: |
0.78 |
| Theta: |
-0.05 |
| Omega: |
3.97 |
| Rho: |
6.04 |
Quote data
| Open: |
8.05 |
| High: |
8.05 |
| Low: |
8.05 |
| Previous Close: |
8.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.26% |
| 1 Month |
|
|
-14.00% |
| 3 Months |
|
|
+18.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.07 |
8.39 |
| 1M High / 1M Low: |
10.56 |
8.39 |
| 6M High / 6M Low: |
11.13 |
5.30 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.86% |
| Volatility 6M: |
|
70.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
