BNP Paribas Put 55 PAH3 18.12.2026
/ DE000PC30VJ3
BNP Paribas Put 55 PAH3 18.12.202.../ DE000PC30VJ3 /
14/10/2024 09:35:03 |
Chg.+0.01 |
Bid17:45:36 |
Ask17:45:36 |
Underlying |
Strike price |
Expiration date |
Option type |
1.79EUR |
+0.56% |
1.78 Bid Size: 10,000 |
1.81 Ask Size: 10,000 |
PORSCHE AUTOM.HLDG V... |
55.00 EUR |
18/12/2026 |
Put |
Master data
WKN: |
PC30VJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
PORSCHE AUTOM.HLDG VZO |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 EUR |
Maturity: |
18/12/2026 |
Issue date: |
26/01/2024 |
Last trading day: |
17/12/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.52 |
Intrinsic value: |
1.52 |
Implied volatility: |
0.44 |
Historic volatility: |
0.22 |
Parity: |
1.52 |
Time value: |
0.30 |
Break-even: |
36.80 |
Moneyness: |
1.38 |
Premium: |
0.08 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.03 |
Spread %: |
1.68% |
Delta: |
-0.52 |
Theta: |
0.00 |
Omega: |
-1.14 |
Rho: |
-0.85 |
Quote data
Open: |
1.79 |
High: |
1.79 |
Low: |
1.79 |
Previous Close: |
1.78 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-2.19% |
3 Months |
|
|
+15.48% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.81 |
1.78 |
1M High / 1M Low: |
1.83 |
1.62 |
6M High / 6M Low: |
1.95 |
1.22 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.79 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.75 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.60 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
46.51% |
Volatility 6M: |
|
39.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |