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BNP Paribas Put 58 PAH3 20.12.202.../  DE000PC05X15  /

Frankfurt Zert./BNP
7/22/2024  9:50:14 PM Chg.-0.030 Bid7/22/2024 Ask7/22/2024 Underlying Strike price Expiration date Option type
1.500EUR -1.96% 1.500
Bid Size: 9,400		 1.520
Ask Size: 9,400		 PORSCHE AUTOM.HLDG V... 58.00 - 12/20/2024 Put
 

Master data

WKN: PC05X1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Put
Strike price: 58.00 -
Maturity: 12/20/2024
Issue date: 4/14/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.74
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 1.55
Implied volatility: 0.42
Historic volatility: 0.21
Parity: 1.55
Time value: 0.00
Break-even: 42.50
Moneyness: 1.36
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 1.31%
Delta: -0.83
Theta: 0.00
Omega: -2.29
Rho: -0.21
 

Quote data

Open: 1.520
High: 1.530
Low: 1.500
Previous Close: 1.530
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.74%
1 Month
  -2.60%
3 Months  
+28.21%
YTD  
+8.70%
1 Year  
+66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.530 1.460
1M High / 1M Low: 1.610 1.450
6M High / 6M Low: 1.610 1.010
High (YTD): 6/27/2024 1.610
Low (YTD): 6/5/2024 1.010
52W High: 10/27/2023 1.700
52W Low: 7/24/2023 0.870
Avg. price 1W:   1.490
Avg. volume 1W:   0.000
Avg. price 1M:   1.524
Avg. volume 1M:   0.000
Avg. price 6M:   1.280
Avg. volume 6M:   0.000
Avg. price 1Y:   1.288
Avg. volume 1Y:   0.000
Volatility 1M:   38.71%
Volatility 6M:   69.14%
Volatility 1Y:   62.12%
Volatility 3Y:   -