BNP Paribas Call 50 PAH3 19.12.20.../  DE000PC7ALH5  /

Frankfurt Zert./BNP
8/5/2024  3:20:49 PM Chg.-0.130 Bid3:37:11 PM Ask3:37:11 PM Underlying Strike price Expiration date Option type
0.890EUR -12.75% 0.910
Bid Size: 46,000
0.970
Ask Size: 46,000
PORSCHE AUTOM.HLDG V... 50.00 - 12/19/2025 Call
 

Master data

WKN: PC7ALH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 12/19/2025
Issue date: 3/26/2024
Last trading day: 12/18/2025
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 36.94
Leverage: Yes

Calculated values

Fair value: 1.59
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.22
Parity: -10.10
Time value: 1.08
Break-even: 51.08
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 0.20
Spread abs.: 0.12
Spread %: 12.50%
Delta: 0.24
Theta: 0.00
Omega: 8.79
Rho: 0.12
 

Quote data

Open: 0.930
High: 0.940
Low: 0.850
Previous Close: 1.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -30.47%
1 Month
  -42.58%
3 Months
  -63.97%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.280 1.020
1M High / 1M Low: 1.640 1.020
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.182
Avg. volume 1W:   0.000
Avg. price 1M:   1.414
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -