BNP Paribas Call 45 PAH3 18.12.2026
/ DE000PC30UR8
BNP Paribas Call 45 PAH3 18.12.20.../ DE000PC30UR8 /
11/10/2024 21:50:14 |
Chg.-0.010 |
Bid11/10/2024 |
Ask11/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
-2.22% |
0.440 Bid Size: 10,000 |
0.470 Ask Size: 10,000 |
PORSCHE AUTOM.HLDG V... |
45.00 EUR |
18/12/2026 |
Call |
Master data
WKN: |
PC30UR |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
PORSCHE AUTOM.HLDG VZO |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 EUR |
Maturity: |
18/12/2026 |
Issue date: |
26/01/2024 |
Last trading day: |
17/12/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.22 |
Parity: |
-0.52 |
Time value: |
0.47 |
Break-even: |
49.70 |
Moneyness: |
0.89 |
Premium: |
0.25 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.03 |
Spread %: |
6.82% |
Delta: |
0.51 |
Theta: |
0.00 |
Omega: |
4.34 |
Rho: |
0.34 |
Quote data
Open: |
0.440 |
High: |
0.450 |
Low: |
0.370 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.22% |
1 Month |
|
|
+2.33% |
3 Months |
|
|
-33.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.440 |
1M High / 1M Low: |
0.530 |
0.420 |
6M High / 6M Low: |
1.140 |
0.380 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.448 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.467 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.683 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
117.65% |
Volatility 6M: |
|
79.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |