BNP Paribas Call 60 PAH3 19.12.2025
/ DE000PC7ALM5
BNP Paribas Call 60 PAH3 19.12.20.../ DE000PC7ALM5 /
10/11/2024 9:50:15 PM |
Chg.-0.010 |
Bid10/11/2024 |
Ask10/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
-2.44% |
0.400 Bid Size: 10,000 |
0.460 Ask Size: 10,000 |
PORSCHE AUTOM.HLDG V... |
60.00 - |
12/19/2025 |
Call |
Master data
WKN: |
PC7ALM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
PORSCHE AUTOM.HLDG VZO |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 - |
Maturity: |
12/19/2025 |
Issue date: |
3/26/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
86.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.22 |
Parity: |
-20.16 |
Time value: |
0.46 |
Break-even: |
60.46 |
Moneyness: |
0.66 |
Premium: |
0.52 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.06 |
Spread %: |
15.00% |
Delta: |
0.10 |
Theta: |
0.00 |
Omega: |
8.84 |
Rho: |
0.04 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.350 |
Previous Close: |
0.410 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.98% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-49.37% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.400 |
1M High / 1M Low: |
0.510 |
0.390 |
6M High / 6M Low: |
1.670 |
0.350 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.408 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.440 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.836 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.12% |
Volatility 6M: |
|
94.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |