BNP Paribas Put 60 PAH3 18.12.202.../  DE000PC30VL9  /

Frankfurt Zert./BNP
2024-07-10  9:50:15 PM Chg.-0.040 Bid2024-07-10 Ask2024-07-10 Underlying Strike price Expiration date Option type
1.980EUR -1.98% -
Bid Size: -
-
Ask Size: -
PORSCHE AUTOM.HLDG V... 60.00 EUR 2026-12-18 Put
 

Master data

WKN: PC30VL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Put
Strike price: 60.00 EUR
Maturity: 2026-12-18
Issue date: 2024-01-26
Last trading day: 2026-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.08
Leverage: Yes

Calculated values

Fair value: 1.73
Intrinsic value: 1.73
Implied volatility: 0.46
Historic volatility: 0.21
Parity: 1.73
Time value: 0.32
Break-even: 39.50
Moneyness: 1.41
Premium: 0.07
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 1.49%
Delta: -0.50
Theta: 0.00
Omega: -1.04
Rho: -1.02
 

Quote data

Open: 2.020
High: 2.020
Low: 1.950
Previous Close: 2.020
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+19.28%
3 Months  
+21.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.020 1.980
1M High / 1M Low: 2.040 1.660
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.990
Avg. volume 1W:   0.000
Avg. price 1M:   1.969
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   45.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -