BNP Paribas Call 57 PAH3 19.12.20.../  DE000PC49YD0  /

Frankfurt Zert./BNP
9/10/2024  9:50:20 PM Chg.-0.016 Bid9/10/2024 Ask9/10/2024 Underlying Strike price Expiration date Option type
0.084EUR -16.00% -
Bid Size: -
-
Ask Size: -
PORSCHE AUTOM.HLDG V... 57.00 EUR 12/19/2025 Call
 

Master data

WKN: PC49YD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 57.00 EUR
Maturity: 12/19/2025
Issue date: 2/19/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 35.95
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.22
Parity: -1.75
Time value: 0.11
Break-even: 58.10
Moneyness: 0.69
Premium: 0.47
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.19
Theta: 0.00
Omega: 6.76
Rho: 0.08
 

Quote data

Open: 0.100
High: 0.100
Low: 0.075
Previous Close: 0.100
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -16.00%
1 Month
  -6.67%
3 Months
  -76.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.084
1M High / 1M Low: 0.120 0.084
6M High / 6M Low: 0.570 0.084
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.097
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.297
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.77%
Volatility 6M:   101.57%
Volatility 1Y:   -
Volatility 3Y:   -