BNP Paribas Call 42 PAH3 18.12.2026
/ DE000PC30UQ0
BNP Paribas Call 42 PAH3 18.12.20.../ DE000PC30UQ0 /
9/18/2024 9:33:45 AM |
Chg.+0.010 |
Bid11:00:27 AM |
Ask11:00:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.560EUR |
+1.82% |
0.560 Bid Size: 50,000 |
0.590 Ask Size: 50,000 |
PORSCHE AUTOM.HLDG V... |
42.00 EUR |
12/18/2026 |
Call |
Master data
WKN: |
PC30UQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
PORSCHE AUTOM.HLDG VZO |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.00 EUR |
Maturity: |
12/18/2026 |
Issue date: |
1/26/2024 |
Last trading day: |
12/17/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.22 |
Parity: |
-0.18 |
Time value: |
0.58 |
Break-even: |
47.80 |
Moneyness: |
0.96 |
Premium: |
0.19 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
5.45% |
Delta: |
0.61 |
Theta: |
0.00 |
Omega: |
4.20 |
Rho: |
0.42 |
Quote data
Open: |
0.560 |
High: |
0.560 |
Low: |
0.560 |
Previous Close: |
0.550 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.67% |
1 Month |
|
|
+5.66% |
3 Months |
|
|
-30.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.480 |
1M High / 1M Low: |
0.580 |
0.480 |
6M High / 6M Low: |
1.410 |
0.470 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.518 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.544 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.907 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.90% |
Volatility 6M: |
|
71.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |