BNP Paribas Call 52 PAH3 18.12.20.../  DE000PC30UU2  /

EUWAX
2024-07-10  4:35:09 PM Chg.+0.020 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.420EUR +5.00% -
Bid Size: -
-
Ask Size: -
PORSCHE AUTOM.HLDG V... 52.00 EUR 2026-12-18 Call
 

Master data

WKN: PC30UU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 2026-12-18
Issue date: 2024-01-26
Last trading day: 2026-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.92
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.21
Parity: -0.93
Time value: 0.43
Break-even: 56.30
Moneyness: 0.82
Premium: 0.32
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 7.50%
Delta: 0.45
Theta: 0.00
Omega: 4.48
Rho: 0.37
 

Quote data

Open: 0.400
High: 0.420
Low: 0.400
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.33%
1 Month
  -34.38%
3 Months
  -53.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.400
1M High / 1M Low: 0.660 0.400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.426
Avg. volume 1W:   0.000
Avg. price 1M:   0.463
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -