BNP Paribas Put 38 PAH3 18.12.2026
/ DE000PC30U90
BNP Paribas Put 38 PAH3 18.12.202.../ DE000PC30U90 /
2024-08-06 9:29:44 AM |
Chg.-0.030 |
Bid10:42:03 AM |
Ask10:42:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
-4.23% |
0.700 Bid Size: 50,000 |
0.730 Ask Size: 50,000 |
PORSCHE AUTOM.HLDG V... |
38.00 EUR |
2026-12-18 |
Put |
Master data
WKN: |
PC30U9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
PORSCHE AUTOM.HLDG VZO |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
38.00 EUR |
Maturity: |
2026-12-18 |
Issue date: |
2024-01-26 |
Last trading day: |
2026-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.22 |
Parity: |
-0.09 |
Time value: |
0.76 |
Break-even: |
30.40 |
Moneyness: |
0.98 |
Premium: |
0.22 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.09 |
Spread %: |
13.43% |
Delta: |
-0.31 |
Theta: |
0.00 |
Omega: |
-1.59 |
Rho: |
-0.47 |
Quote data
Open: |
0.680 |
High: |
0.680 |
Low: |
0.680 |
Previous Close: |
0.710 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+19.30% |
1 Month |
|
|
+33.33% |
3 Months |
|
|
+36.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.570 |
1M High / 1M Low: |
0.710 |
0.510 |
6M High / 6M Low: |
0.710 |
0.400 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.620 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.561 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.514 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.99% |
Volatility 6M: |
|
59.41% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |