BNP Paribas Call 58 PAH3 18.12.20.../  DE000PC30UW8  /

Frankfurt Zert./BNP
05/08/2024  18:50:22 Chg.-0.030 Bid05/08/2024 Ask05/08/2024 Underlying Strike price Expiration date Option type
0.180EUR -14.29% 0.180
Bid Size: 10,000
0.270
Ask Size: 10,000
PORSCHE AUTOM.HLDG V... 58.00 EUR 18/12/2026 Call
 

Master data

WKN: PC30UW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 58.00 EUR
Maturity: 18/12/2026
Issue date: 26/01/2024
Last trading day: 17/12/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.76
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.22
Parity: -1.81
Time value: 0.29
Break-even: 60.90
Moneyness: 0.69
Premium: 0.53
Premium p.a.: 0.20
Spread abs.: 0.12
Spread %: 70.59%
Delta: 0.32
Theta: 0.00
Omega: 4.44
Rho: 0.24
 

Quote data

Open: 0.190
High: 0.190
Low: 0.170
Previous Close: 0.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -30.77%
1 Month
  -40.00%
3 Months
  -67.27%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.210
1M High / 1M Low: 0.310 0.210
6M High / 6M Low: 0.670 0.210
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.277
Avg. volume 1M:   0.000
Avg. price 6M:   0.468
Avg. volume 6M:   15.142
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.14%
Volatility 6M:   81.29%
Volatility 1Y:   -
Volatility 3Y:   -