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

EUWAX
2024-07-22  9:54:34 AM Chg.+0.020 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.380EUR +5.56% -
Bid Size: -		 -
Ask Size: -		 PORSCHE AUTOM.HLDG V... 45.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-04-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -10.63
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.25
Implied volatility: 0.27
Historic volatility: 0.21
Parity: 0.25
Time value: 0.15
Break-even: 41.00
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 2.56%
Delta: -0.56
Theta: -0.01
Omega: -5.95
Rho: -0.12
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.56%
1 Month
  -9.52%
3 Months  
+2.70%
YTD
  -19.15%
1 Year  
+8.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.360
1M High / 1M Low: 0.450 0.350
6M High / 6M Low: 0.550 0.200
High (YTD): 2024-01-22 0.550
Low (YTD): 2024-06-04 0.200
52W High: 2023-10-30 0.690
52W Low: 2024-06-04 0.200
Avg. price 1W:   0.374
Avg. volume 1W:   0.000
Avg. price 1M:   0.394
Avg. volume 1M:   0.000
Avg. price 6M:   0.366
Avg. volume 6M:   0.000
Avg. price 1Y:   0.420
Avg. volume 1Y:   0.000
Volatility 1M:   94.05%
Volatility 6M:   128.12%
Volatility 1Y:   105.35%
Volatility 3Y:   -