BNP Paribas Put 45 PAH3 20.12.2024
/ DE000PC05XW4
BNP Paribas Put 45 PAH3 20.12.202.../ DE000PC05XW4 /
23/08/2024 10:22:14 |
Chg.-0.020 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
-4.00% |
- Bid Size: - |
- Ask Size: - |
PORSCHE AUTOM.HLDG V... |
45.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
14/04/2023 |
Last trading day: |
19/12/2024 |
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: |
0.480 |
High: |
0.480 |
Low: |
0.480 |
Previous Close: |
0.500 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.43% |
1 Month |
|
|
-9.43% |
3 Months |
|
|
+65.52% |
YTD |
|
|
+2.13% |
1 Year |
|
|
+4.35% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.480 |
1M High / 1M Low: |
0.670 |
0.450 |
6M High / 6M Low: |
0.670 |
0.200 |
High (YTD): |
13/08/2024 |
0.670 |
Low (YTD): |
04/06/2024 |
0.200 |
52W High: |
30/10/2023 |
0.690 |
52W Low: |
04/06/2024 |
0.200 |
Avg. price 1W: |
|
0.498 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.552 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.383 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.433 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
111.45% |
Volatility 6M: |
|
132.60% |
Volatility 1Y: |
|
112.72% |
Volatility 3Y: |
|
- |