BNP Paribas Put 58 PAH3 18.12.2026
/ DE000PC30VK1
BNP Paribas Put 58 PAH3 18.12.202.../ DE000PC30VK1 /
| 14/10/2024 09:35:03 |
Chg.+0.01 |
Bid09:53:32 |
Ask09:53:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
+0.50% |
2.03
Bid Size: 50,000 |
2.09
Ask Size: 50,000 |
PORSCHE AUTOM.HLDG V... |
58.00 EUR |
18/12/2026 |
Put |
Master data
| WKN: |
PC30VK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
58.00 EUR |
| Maturity: |
18/12/2026 |
| Issue date: |
26/01/2024 |
| Last trading day: |
17/12/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.22 |
| Parity: |
1.82 |
| Time value: |
0.27 |
| Break-even: |
37.10 |
| Moneyness: |
1.46 |
| Premium: |
0.07 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
2.96% |
| Delta: |
-0.54 |
| Theta: |
0.00 |
| Omega: |
-1.03 |
| Rho: |
-0.92 |
Quote data
| Open: |
2.03 |
| High: |
2.03 |
| Low: |
2.03 |
| Previous Close: |
2.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.93% |
| 3 Months |
|
|
+14.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.05 |
2.02 |
| 1M High / 1M Low: |
2.07 |
1.87 |
| 6M High / 6M Low: |
2.19 |
1.43 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
38.79% |
| Volatility 6M: |
|
36.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
