BNP Paribas Call 55 PAH3 18.12.20.../  DE000PC30UV0  /

Frankfurt Zert./BNP
10/11/2024  9:50:12 PM Chg.-0.010 Bid10/11/2024 Ask10/11/2024 Underlying Strike price Expiration date Option type
0.230EUR -4.17% 0.230
Bid Size: 10,000
0.260
Ask Size: 10,000
PORSCHE AUTOM.HLDG V... 55.00 EUR 12/18/2026 Call
 

Master data

WKN: PC30UV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 12/18/2026
Issue date: 1/26/2024
Last trading day: 12/17/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.32
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.22
Parity: -1.52
Time value: 0.26
Break-even: 57.60
Moneyness: 0.72
Premium: 0.45
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 13.04%
Delta: 0.32
Theta: 0.00
Omega: 4.89
Rho: 0.22
 

Quote data

Open: 0.230
High: 0.240
Low: 0.160
Previous Close: 0.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.00%
1 Month  
+4.55%
3 Months
  -37.84%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.230
1M High / 1M Low: 0.280 0.200
6M High / 6M Low: 0.720 0.200
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.242
Avg. volume 1M:   0.000
Avg. price 6M:   0.395
Avg. volume 6M:   .775
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.84%
Volatility 6M:   93.29%
Volatility 1Y:   -
Volatility 3Y:   -