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

Frankfurt Zert./BNP
10/07/2024  19:50:20 Chg.+0.010 Bid20:03:55 Ask20:03:55 Underlying Strike price Expiration date Option type
0.290EUR +3.57% 0.290
Bid Size: 10,000
0.320
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: 0.24
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.21
Parity: -1.53
Time value: 0.31
Break-even: 61.10
Moneyness: 0.74
Premium: 0.43
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 10.71%
Delta: 0.35
Theta: 0.00
Omega: 4.79
Rho: 0.29
 

Quote data

Open: 0.280
High: 0.300
Low: 0.280
Previous Close: 0.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.38%
1 Month
  -43.14%
3 Months
  -56.72%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.280
1M High / 1M Low: 0.510 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.304
Avg. volume 1W:   0.000
Avg. price 1M:   0.338
Avg. volume 1M:   87.409
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -