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

EUWAX
9/11/2024  9:32:37 AM Chg.- Bid8:00:37 AM Ask8:00:37 AM Underlying Strike price Expiration date Option type
0.170EUR - 0.180
Bid Size: 10,000
0.210
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: 19.19
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.22
Parity: -1.96
Time value: 0.20
Break-even: 60.00
Moneyness: 0.66
Premium: 0.56
Premium p.a.: 0.22
Spread abs.: 0.03
Spread %: 17.65%
Delta: 0.26
Theta: 0.00
Omega: 5.01
Rho: 0.18
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month     0.00%
3 Months
  -63.04%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.170
1M High / 1M Low: 0.210 0.160
6M High / 6M Low: 0.690 0.160
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.190
Avg. volume 1M:   0.000
Avg. price 6M:   0.406
Avg. volume 6M:   7.752
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.62%
Volatility 6M:   84.73%
Volatility 1Y:   -
Volatility 3Y:   -