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

EUWAX
8/5/2024  8:11:42 AM Chg.-0.060 Bid2:20:26 PM Ask2:20:26 PM Underlying Strike price Expiration date Option type
0.450EUR -11.76% 0.390
Bid Size: 50,000
0.450
Ask Size: 50,000
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: 71.25
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.22
Parity: -20.10
Time value: 0.56
Break-even: 60.56
Moneyness: 0.67
Premium: 0.52
Premium p.a.: 0.36
Spread abs.: 0.12
Spread %: 27.27%
Delta: 0.12
Theta: 0.00
Omega: 8.40
Rho: 0.06
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.42%
1 Month
  -41.56%
3 Months
  -68.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.510
1M High / 1M Low: 0.780 0.510
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.582
Avg. volume 1W:   0.000
Avg. price 1M:   0.677
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -