BNP Paribas Call 62 PAH3 19.12.20.../  DE000PC70HW1  /

Frankfurt Zert./BNP
2024-08-05  3:20:51 PM Chg.-0.013 Bid3:42:49 PM Ask3:42:49 PM Underlying Strike price Expiration date Option type
0.072EUR -15.29% 0.075
Bid Size: 50,000
0.110
Ask Size: 50,000
PORSCHE AUTOM.HLDG V... 62.00 EUR 2025-12-19 Call
 

Master data

WKN: PC70HW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 62.00 EUR
Maturity: 2025-12-19
Issue date: 2024-04-09
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 36.27
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.22
Parity: -2.21
Time value: 0.11
Break-even: 63.10
Moneyness: 0.64
Premium: 0.58
Premium p.a.: 0.40
Spread abs.: 0.04
Spread %: 59.42%
Delta: 0.17
Theta: 0.00
Omega: 6.22
Rho: 0.08
 

Quote data

Open: 0.079
High: 0.079
Low: 0.065
Previous Close: 0.085
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -34.55%
1 Month
  -48.57%
3 Months
  -78.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.085
1M High / 1M Low: 0.150 0.085
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.103
Avg. volume 1W:   0.000
Avg. price 1M:   0.126
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -