BNP Paribas Put 52 PAH3 18.12.202.../  DE000PC30VF1  /

Frankfurt Zert./BNP
2024-07-10  9:50:10 PM Chg.-0.030 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
1.360EUR -2.16% -
Bid Size: -
-
Ask Size: -
PORSCHE AUTOM.HLDG V... 52.00 EUR 2026-12-18 Put
 

Master data

WKN: PC30VF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Put
Strike price: 52.00 EUR
Maturity: 2026-12-18
Issue date: 2024-01-26
Last trading day: 2026-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.00
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.93
Implied volatility: 0.42
Historic volatility: 0.21
Parity: 0.93
Time value: 0.49
Break-even: 37.80
Moneyness: 1.22
Premium: 0.11
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 2.16%
Delta: -0.44
Theta: 0.00
Omega: -1.31
Rho: -0.80
 

Quote data

Open: 1.390
High: 1.390
Low: 1.330
Previous Close: 1.390
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+22.52%
3 Months  
+22.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.390 1.360
1M High / 1M Low: 1.410 1.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.366
Avg. volume 1W:   0.000
Avg. price 1M:   1.350
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -