BNP Paribas Put 78 MBG 19.06.2026/  DE000PC49WR4  /

EUWAX
8/9/2024  9:35:49 AM Chg.-0.05 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
2.47EUR -1.98% -
Bid Size: -
-
Ask Size: -
MERCEDES-BENZ GROUP ... 78.00 EUR 6/19/2026 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: 6/19/2026
Issue date: 2/19/2024
Last trading day: 6/18/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.29
Leverage: Yes

Calculated values

Fair value: 2.02
Intrinsic value: 2.02
Implied volatility: 0.48
Historic volatility: 0.20
Parity: 2.02
Time value: 0.50
Break-even: 52.80
Moneyness: 1.35
Premium: 0.09
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 2.02%
Delta: -0.51
Theta: -0.01
Omega: -1.18
Rho: -1.02
 

Quote data

Open: 2.47
High: 2.47
Low: 2.47
Previous Close: 2.52
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.49%
1 Month  
+23.50%
3 Months  
+43.60%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.59 2.47
1M High / 1M Low: 2.59 1.94
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.51
Avg. volume 1W:   0.00
Avg. price 1M:   2.16
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   50.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -