BNP Paribas Call 48 PAH3 18.12.20.../  DE000PC30US6  /

EUWAX
28/06/2024  09:46:23 Chg.-0.010 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.510EUR -1.92% -
Bid Size: -
-
Ask Size: -
PORSCHE AUTOM.HLDG V... 48.00 EUR 18/12/2026 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: 18/12/2026
Issue date: 26/01/2024
Last trading day: 17/12/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.67
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.22
Parity: -0.58
Time value: 0.55
Break-even: 53.50
Moneyness: 0.88
Premium: 0.27
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 5.77%
Delta: 0.53
Theta: -0.01
Omega: 4.08
Rho: 0.42
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.93%
1 Month
  -41.38%
3 Months
  -44.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.510
1M High / 1M Low: 0.930 0.510
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.534
Avg. volume 1W:   0.000
Avg. price 1M:   0.697
Avg. volume 1M:   108.696
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -