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

EUWAX
10/07/2024  08:14:45 Chg.-0.10 Bid20:03:55 Ask20:03:55 Underlying Strike price Expiration date Option type
1.45EUR -6.45% 1.53
Bid Size: 5,800
1.59
Ask Size: 5,800
PORSCHE AUTOM.HLDG V... 50.00 - 19/12/2025 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: 19/12/2025
Issue date: 26/03/2024
Last trading day: 18/12/2025
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 28.07
Leverage: Yes

Calculated values

Fair value: 2.59
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.21
Parity: -7.33
Time value: 1.52
Break-even: 51.52
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 0.14
Spread abs.: 0.06
Spread %: 4.11%
Delta: 0.32
Theta: 0.00
Omega: 8.98
Rho: 0.18
 

Quote data

Open: 1.45
High: 1.45
Low: 1.45
Previous Close: 1.55
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.68%
1 Month
  -39.83%
3 Months
  -50.34%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.59 1.49
1M High / 1M Low: 2.48 1.45
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.55
Avg. volume 1W:   0.00
Avg. price 1M:   1.69
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -