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BNP Paribas Put 55 PAH3 20.12.202.../  DE000PC05X07  /

Frankfurt Zert./BNP
2024-07-22  9:50:19 PM Chg.-0.030 Bid2024-07-22 Ask2024-07-22 Underlying Strike price Expiration date Option type
1.210EUR -2.42% 1.210
Bid Size: 9,600		 1.230
Ask Size: 9,600		 PORSCHE AUTOM.HLDG V... 55.00 - 2024-12-20 Put
 

Master data

WKN: PC05X0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Put
Strike price: 55.00 -
Maturity: 2024-12-20
Issue date: 2023-04-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.40
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 1.25
Implied volatility: 0.36
Historic volatility: 0.21
Parity: 1.25
Time value: 0.00
Break-even: 42.50
Moneyness: 1.29
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 1.63%
Delta: -0.82
Theta: 0.00
Omega: -2.80
Rho: -0.20
 

Quote data

Open: 1.220
High: 1.240
Low: 1.200
Previous Close: 1.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.42%
1 Month
  -3.20%
3 Months  
+30.11%
YTD  
+7.08%
1 Year  
+65.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 1.170
1M High / 1M Low: 1.310 1.160
6M High / 6M Low: 1.310 0.760
High (YTD): 2024-06-27 1.310
Low (YTD): 2024-06-05 0.760
52W High: 2023-10-27 1.440
52W Low: 2023-07-24 0.710
Avg. price 1W:   1.198
Avg. volume 1W:   0.000
Avg. price 1M:   1.230
Avg. volume 1M:   0.000
Avg. price 6M:   1.023
Avg. volume 6M:   0.000
Avg. price 1Y:   1.044
Avg. volume 1Y:   0.000
Volatility 1M:   44.91%
Volatility 6M:   79.84%
Volatility 1Y:   70.76%
Volatility 3Y:   -