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

Frankfurt Zert./BNP
2024-09-11  9:50:16 PM Chg.+0.010 Bid2024-09-11 Ask2024-09-11 Underlying Strike price Expiration date Option type
0.210EUR +5.00% 0.210
Bid Size: 10,000
0.240
Ask Size: 10,000
PORSCHE AUTOM.HLDG V... 55.00 EUR 2026-12-18 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: 2026-12-18
Issue date: 2024-01-26
Last trading day: 2026-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.69
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.22
Parity: -1.66
Time value: 0.23
Break-even: 57.30
Moneyness: 0.70
Premium: 0.49
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 15.00%
Delta: 0.30
Theta: 0.00
Omega: 4.95
Rho: 0.21
 

Quote data

Open: 0.190
High: 0.210
Low: 0.190
Previous Close: 0.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month     0.00%
3 Months
  -63.16%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.200
1M High / 1M Low: 0.250 0.200
6M High / 6M Low: 0.770 0.200
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.228
Avg. volume 1M:   0.000
Avg. price 6M:   0.471
Avg. volume 6M:   .775
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.39%
Volatility 6M:   80.72%
Volatility 1Y:   -
Volatility 3Y:   -