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

Frankfurt Zert./BNP
11/15/2024  9:50:24 PM Chg.+0.010 Bid11/15/2024 Ask11/15/2024 Underlying Strike price Expiration date Option type
0.110EUR +10.00% 0.110
Bid Size: 10,000
0.140
Ask Size: 10,000
PORSCHE AUTOM.HLDG V... 58.00 EUR 12/18/2026 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: 12/18/2026
Issue date: 1/26/2024
Last trading day: 12/17/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 25.41
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.23
Parity: -2.24
Time value: 0.14
Break-even: 59.40
Moneyness: 0.61
Premium: 0.67
Premium p.a.: 0.28
Spread abs.: 0.03
Spread %: 27.27%
Delta: 0.20
Theta: 0.00
Omega: 5.20
Rho: 0.12
 

Quote data

Open: 0.100
High: 0.110
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -42.11%
3 Months
  -42.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.200 0.095
6M High / 6M Low: 0.560 0.095
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.158
Avg. volume 1M:   0.000
Avg. price 6M:   0.264
Avg. volume 6M:   14.679
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   266.73%
Volatility 6M:   135.53%
Volatility 1Y:   -
Volatility 3Y:   -