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

EUWAX
2024-06-28  8:14:55 AM Chg.-0.02 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.45EUR -1.36% -
Bid Size: -
-
Ask Size: -
PORSCHE AUTOM.HLDG V... 50.00 - 2025-12-19 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: 2025-12-19
Issue date: 2024-03-26
Last trading day: 2025-12-18
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 27.23
Leverage: Yes

Calculated values

Fair value: 2.54
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.22
Parity: -7.79
Time value: 1.55
Break-even: 51.55
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.15
Spread abs.: 0.06
Spread %: 4.03%
Delta: 0.32
Theta: 0.00
Omega: 8.60
Rho: 0.17
 

Quote data

Open: 1.45
High: 1.45
Low: 1.45
Previous Close: 1.47
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.59%
1 Month
  -43.36%
3 Months
  -42.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.58 1.45
1M High / 1M Low: 2.68 1.45
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.52
Avg. volume 1W:   0.00
Avg. price 1M:   2.04
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -