BNP Paribas Put 55 PAH3 18.12.2026
/ DE000PC30VJ3
BNP Paribas Put 55 PAH3 18.12.202.../ DE000PC30VJ3 /
10/11/2024 9:50:11 PM |
Chg.+0.010 |
Bid10/11/2024 |
Ask10/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.790EUR |
+0.56% |
1.790 Bid Size: 10,000 |
1.820 Ask Size: 10,000 |
PORSCHE AUTOM.HLDG V... |
55.00 EUR |
12/18/2026 |
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: |
12/18/2026 |
Issue date: |
1/26/2024 |
Last trading day: |
12/17/2026 |
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: |
1.780 |
High: |
1.800 |
Low: |
1.710 |
Previous Close: |
1.780 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.56% |
1 Month |
|
|
-1.11% |
3 Months |
|
|
+16.23% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.800 |
1.780 |
1M High / 1M Low: |
1.850 |
1.660 |
6M High / 6M Low: |
1.940 |
1.240 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.786 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.752 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.601 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
45.05% |
Volatility 6M: |
|
39.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |