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

EUWAX
11/10/2024  08:17:17 Chg.-0.05 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
1.55EUR -3.13% -
Bid Size: -
-
Ask Size: -
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: 24.75
Leverage: Yes

Calculated values

Fair value: 2.52
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.22
Parity: -5.16
Time value: 1.61
Break-even: 46.61
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 0.14
Spread abs.: 0.06
Spread %: 3.87%
Delta: 0.36
Theta: 0.00
Omega: 8.87
Rho: 0.15
 

Quote data

Open: 1.55
High: 1.55
Low: 1.55
Previous Close: 1.60
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.13%
1 Month  
+10.71%
3 Months
  -33.48%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.60 1.53
1M High / 1M Low: 1.94 1.40
6M High / 6M Low: 3.40 1.29
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.57
Avg. volume 1W:   0.00
Avg. price 1M:   1.66
Avg. volume 1M:   0.00
Avg. price 6M:   2.26
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.37%
Volatility 6M:   81.51%
Volatility 1Y:   -
Volatility 3Y:   -