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BNP Paribas Put 45 PAH3 20.12.202.../  DE000PC05XW4  /

Frankfurt Zert./BNP
8/23/2024  9:50:16 PM Chg.-0.020 Bid8/23/2024 Ask8/23/2024 Underlying Strike price Expiration date Option type
0.480EUR -4.00% 0.480
Bid Size: 10,000		 0.490
Ask Size: 10,000		 PORSCHE AUTOM.HLDG V... 45.00 - 12/20/2024 Put
 

Master data

WKN: PC05XW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 12/20/2024
Issue date: 4/14/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -8.32
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.42
Implied volatility: 0.27
Historic volatility: 0.22
Parity: 0.42
Time value: 0.07
Break-even: 40.10
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 2.08%
Delta: -0.68
Theta: -0.01
Omega: -5.70
Rho: -0.11
 

Quote data

Open: 0.490
High: 0.490
Low: 0.460
Previous Close: 0.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month  
+2.13%
3 Months  
+71.43%
YTD  
+2.13%
1 Year  
+4.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.480
1M High / 1M Low: 0.680 0.460
6M High / 6M Low: 0.680 0.200
High (YTD): 8/7/2024 0.680
Low (YTD): 6/5/2024 0.200
52W High: 10/27/2023 0.690
52W Low: 6/5/2024 0.200
Avg. price 1W:   0.502
Avg. volume 1W:   0.000
Avg. price 1M:   0.555
Avg. volume 1M:   0.000
Avg. price 6M:   0.383
Avg. volume 6M:   0.000
Avg. price 1Y:   0.434
Avg. volume 1Y:   0.000
Volatility 1M:   98.63%
Volatility 6M:   123.38%
Volatility 1Y:   106.03%
Volatility 3Y:   -