BNP Paribas Call 48 PAH3 18.12.2026
/ DE000PC30US6
BNP Paribas Call 48 PAH3 18.12.20.../ DE000PC30US6 /
| 7/11/2024 10:50:20 AM |
Chg.+0.020 |
Bid10:56:37 AM |
Ask10:56:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+3.85% |
0.530
Bid Size: 50,000 |
0.560
Ask Size: 50,000 |
PORSCHE AUTOM.HLDG V... |
48.00 EUR |
12/18/2026 |
Call |
Master data
| WKN: |
PC30US |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
12/18/2026 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
-0.52 |
| Time value: |
0.55 |
| Break-even: |
53.50 |
| Moneyness: |
0.89 |
| Premium: |
0.25 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
5.77% |
| Delta: |
0.54 |
| Theta: |
-0.01 |
| Omega: |
4.20 |
| Rho: |
0.43 |
Quote data
| Open: |
0.520 |
| High: |
0.540 |
| Low: |
0.520 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.82% |
| 1 Month |
|
|
-34.15% |
| 3 Months |
|
|
-48.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.500 |
| 1M High / 1M Low: |
0.820 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.564 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
