BNP Paribas Put 78 MBG 19.06.2026/  DE000PC49WR4  /

EUWAX
29/07/2024  09:34:02 Chg.-0.02 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
2.05EUR -0.97% -
Bid Size: -
-
Ask Size: -
MERCEDES-BENZ GROUP ... 78.00 EUR 19/06/2026 Put
 

Master data

WKN: PC49WR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 78.00 EUR
Maturity: 19/06/2026
Issue date: 19/02/2024
Last trading day: 18/06/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.03
Leverage: Yes

Calculated values

Fair value: 1.50
Intrinsic value: 1.50
Implied volatility: 0.42
Historic volatility: 0.20
Parity: 1.50
Time value: 0.58
Break-even: 57.20
Moneyness: 1.24
Premium: 0.09
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 1.46%
Delta: -0.49
Theta: -0.01
Omega: -1.47
Rho: -0.97
 

Quote data

Open: 2.05
High: 2.05
Low: 2.05
Previous Close: 2.07
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.67%
1 Month  
+6.22%
3 Months  
+27.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.09 1.94
1M High / 1M Low: 2.09 1.81
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.02
Avg. volume 1W:   0.00
Avg. price 1M:   1.95
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -