BNP Paribas Call 45 PAH3 19.12.20.../  DE000PC7ALB8  /

Frankfurt Zert./BNP
2024-09-10  9:50:21 PM Chg.-0.180 Bid9:56:14 PM Ask9:56:14 PM Underlying Strike price Expiration date Option type
1.300EUR -12.16% 1.310
Bid Size: 6,100
1.370
Ask Size: 6,100
PORSCHE AUTOM.HLDG V... 45.00 - 2025-12-19 Call
 

Master data

WKN: PC7ALB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2025-12-19
Issue date: 2024-03-26
Last trading day: 2025-12-18
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 25.35
Leverage: Yes

Calculated values

Fair value: 2.52
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.22
Parity: -5.46
Time value: 1.56
Break-even: 46.56
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.14
Spread abs.: 0.06
Spread %: 4.00%
Delta: 0.35
Theta: 0.00
Omega: 8.97
Rho: 0.16
 

Quote data

Open: 1.460
High: 1.460
Low: 1.160
Previous Close: 1.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.56%
1 Month
  -4.41%
3 Months
  -58.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.560 1.300
1M High / 1M Low: 1.670 1.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.436
Avg. volume 1W:   0.000
Avg. price 1M:   1.524
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -