BNP Paribas Put 60 PAH3 18.12.2026
/ DE000PC30VL9
BNP Paribas Put 60 PAH3 18.12.202.../ DE000PC30VL9 /
| 8/7/2024 5:20:56 PM |
Chg.-0.020 |
Bid5:21:25 PM |
Ask5:21:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.300EUR |
-0.86% |
2.310
Bid Size: 50,000 |
2.370
Ask Size: 50,000 |
PORSCHE AUTOM.HLDG V... |
60.00 EUR |
12/18/2026 |
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: |
12/18/2026 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.16 |
| Intrinsic value: |
2.16 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.22 |
| Parity: |
2.16 |
| Time value: |
0.23 |
| Break-even: |
36.10 |
| Moneyness: |
1.56 |
| Premium: |
0.06 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
2.58% |
| Delta: |
-0.53 |
| Theta: |
0.00 |
| Omega: |
-0.85 |
| Rho: |
-1.05 |
Quote data
| Open: |
2.330 |
| High: |
2.330 |
| Low: |
2.260 |
| Previous Close: |
2.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.00% |
| 1 Month |
|
|
+16.16% |
| 3 Months |
|
|
+35.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.320 |
2.110 |
| 1M High / 1M Low: |
2.320 |
1.940 |
| 6M High / 6M Low: |
2.320 |
1.590 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.832 |
| Avg. volume 6M: |
|
31.496 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
29.24% |
| Volatility 6M: |
|
38.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
