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BNP Paribas Put 48 PAH3 20.12.202.../  DE000PC05XX2  /

EUWAX
2024-07-22  9:54:34 AM Chg.+0.030 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.590EUR +5.36% -
Bid Size: -		 -
Ask Size: -		 PORSCHE AUTOM.HLDG V... 48.00 - 2024-12-20 Put
 

Master data

WKN: PC05XX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Put
Strike price: 48.00 -
Maturity: 2024-12-20
Issue date: 2023-04-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.97
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.55
Implied volatility: 0.28
Historic volatility: 0.21
Parity: 0.55
Time value: 0.06
Break-even: 41.90
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.67%
Delta: -0.69
Theta: -0.01
Omega: -4.84
Rho: -0.15
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.36%
1 Month
  -4.84%
3 Months  
+15.69%
YTD
  -4.84%
1 Year  
+34.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.560
1M High / 1M Low: 0.670 0.550
6M High / 6M Low: 0.740 0.310
High (YTD): 2024-01-19 0.750
Low (YTD): 2024-06-03 0.310
52W High: 2023-10-30 0.890
52W Low: 2024-06-03 0.310
Avg. price 1W:   0.578
Avg. volume 1W:   0.000
Avg. price 1M:   0.601
Avg. volume 1M:   0.000
Avg. price 6M:   0.521
Avg. volume 6M:   0.000
Avg. price 1Y:   0.569
Avg. volume 1Y:   0.000
Volatility 1M:   78.06%
Volatility 6M:   118.93%
Volatility 1Y:   98.74%
Volatility 3Y:   -