BNP Paribas Call 59 PAH3 19.12.20.../  DE000PC861R9  /

EUWAX
2024-08-05  8:21:52 AM Chg.-0.020 Bid2:46:29 PM Ask2:46:29 PM Underlying Strike price Expiration date Option type
0.090EUR -18.18% 0.085
Bid Size: 50,000
0.120
Ask Size: 50,000
PORSCHE AUTOM.HLDG V... 59.00 EUR 2025-12-19 Call
 

Master data

WKN: PC861R
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 59.00 EUR
Maturity: 2025-12-19
Issue date: 2024-05-02
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.69
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.22
Parity: -1.91
Time value: 0.13
Break-even: 60.30
Moneyness: 0.68
Premium: 0.51
Premium p.a.: 0.35
Spread abs.: 0.05
Spread %: 52.94%
Delta: 0.20
Theta: 0.00
Omega: 6.15
Rho: 0.09
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.71%
1 Month
  -50.00%
3 Months
  -75.68%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.110
1M High / 1M Low: 0.180 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.154
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -