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

EUWAX
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:   -