BNP Paribas Call 45 PAH3 19.12.2025
/ DE000PC7ALB8
BNP Paribas Call 45 PAH3 19.12.20.../ DE000PC7ALB8 /
05/08/2024 08:11:42 |
Chg.-0.19 |
Bid14:20:14 |
Ask14:20:14 |
Underlying |
Strike price |
Expiration date |
Option type |
1.45EUR |
-11.59% |
1.32 Bid Size: 32,500 |
1.38 Ask Size: 32,500 |
PORSCHE AUTOM.HLDG V... |
45.00 - |
19/12/2025 |
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: |
19/12/2025 |
Issue date: |
26/03/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
24.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.88 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.15 |
Historic volatility: |
0.22 |
Parity: |
-5.10 |
Time value: |
1.61 |
Break-even: |
46.61 |
Moneyness: |
0.89 |
Premium: |
0.17 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.12 |
Spread %: |
8.05% |
Delta: |
0.37 |
Theta: |
0.00 |
Omega: |
9.23 |
Rho: |
0.18 |
Quote data
Open: |
1.45 |
High: |
1.45 |
Low: |
1.45 |
Previous Close: |
1.64 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.64% |
1 Month |
|
|
-36.96% |
3 Months |
|
|
-53.23% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.95 |
1.64 |
1M High / 1M Low: |
2.35 |
1.64 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.85 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.09 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
74.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |