BNP Paribas Call 100 VOW3 18.12.2026
/ DE000PC30ED2
BNP Paribas Call 100 VOW3 18.12.2.../ DE000PC30ED2 /
| 2024-06-04 7:20:30 PM |
Chg.-0.050 |
Bid7:34:39 PM |
Ask7:34:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.590EUR |
-1.89% |
2.590
Bid Size: 6,000 |
2.630
Ask Size: 6,000 |
VOLKSWAGEN AG VZO O.... |
100.00 EUR |
2026-12-18 |
Call |
Master data
| WKN: |
PC30ED |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
2026-12-18 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2026-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.91 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.22 |
| Parity: |
1.50 |
| Time value: |
1.18 |
| Break-even: |
126.70 |
| Moneyness: |
1.15 |
| Premium: |
0.10 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
1.52% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
3.64 |
| Rho: |
1.79 |
Quote data
| Open: |
2.650 |
| High: |
2.650 |
| Low: |
2.520 |
| Previous Close: |
2.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.83% |
| 1 Month |
|
|
+12.61% |
| 3 Months |
|
|
-5.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.780 |
2.610 |
| 1M High / 1M Low: |
2.780 |
2.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.523 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
