BNP Paribas Call 50 PAH3 18.12.20.../  DE000PC30UT4  /

Frankfurt Zert./BNP
06/08/2024  08:20:22 Chg.+0.020 Bid08:21:36 Ask08:21:36 Underlying Strike price Expiration date Option type
0.310EUR +6.90% 0.310
Bid Size: 10,000
0.370
Ask Size: 10,000
PORSCHE AUTOM.HLDG V... 50.00 EUR 18/12/2026 Call
 

Master data

WKN: PC30UT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 18/12/2026
Issue date: 26/01/2024
Last trading day: 17/12/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.98
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.22
Parity: -1.01
Time value: 0.40
Break-even: 54.00
Moneyness: 0.80
Premium: 0.35
Premium p.a.: 0.14
Spread abs.: 0.12
Spread %: 42.86%
Delta: 0.43
Theta: 0.00
Omega: 4.32
Rho: 0.31
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -22.50%
1 Month
  -34.04%
3 Months
  -62.20%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.290
1M High / 1M Low: 0.490 0.290
6M High / 6M Low: 0.970 0.290
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.352
Avg. volume 1W:   0.000
Avg. price 1M:   0.426
Avg. volume 1M:   0.000
Avg. price 6M:   0.681
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.58%
Volatility 6M:   79.98%
Volatility 1Y:   -
Volatility 3Y:   -