BNP Paribas Call 60 PAH3 19.12.20.../  DE000PC6MYX2  /

EUWAX
05/08/2024  08:19:20 Chg.-0.010 Bid15:19:33 Ask15:19:33 Underlying Strike price Expiration date Option type
0.090EUR -10.00% 0.083
Bid Size: 50,000
0.110
Ask Size: 50,000
PORSCHE AUTOM.HLDG V... 60.00 EUR 19/12/2025 Call
 

Master data

WKN: PC6MYX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 19/12/2025
Issue date: 14/03/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.69
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.22
Parity: -2.01
Time value: 0.13
Break-even: 61.30
Moneyness: 0.67
Premium: 0.54
Premium p.a.: 0.37
Spread abs.: 0.05
Spread %: 52.94%
Delta: 0.20
Theta: 0.00
Omega: 6.03
Rho: 0.09
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.77%
1 Month
  -43.75%
3 Months
  -74.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.170 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.144
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -