BNP Paribas Put 40 PAH3 18.12.2026
/ DE000PC30VA2
BNP Paribas Put 40 PAH3 18.12.202.../ DE000PC30VA2 /
| 2024-08-06 9:29:46 AM |
Chg.-0.040 |
Bid11:30:02 AM |
Ask11:30:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-4.82% |
0.820
Bid Size: 50,000 |
0.850
Ask Size: 50,000 |
PORSCHE AUTOM.HLDG V... |
40.00 EUR |
2026-12-18 |
Put |
Master data
| WKN: |
PC30VA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
2026-12-18 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2026-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.22 |
| Parity: |
0.12 |
| Time value: |
0.76 |
| Break-even: |
31.30 |
| Moneyness: |
1.03 |
| Premium: |
0.19 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
11.54% |
| Delta: |
-0.34 |
| Theta: |
0.00 |
| Omega: |
-1.52 |
| Rho: |
-0.52 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.91% |
| 1 Month |
|
|
+31.67% |
| 3 Months |
|
|
+36.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.670 |
| 1M High / 1M Low: |
0.830 |
0.600 |
| 6M High / 6M Low: |
0.830 |
0.460 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.660 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.596 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.88% |
| Volatility 6M: |
|
59.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
