BNP Paribas Call 60 PAH3 19.12.20.../  DE000PC7ALM5  /

Frankfurt Zert./BNP
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:   -