BNP Paribas Call 105 VOW3 18.12.2026
/ DE000PC30EE0
BNP Paribas Call 105 VOW3 18.12.2.../ DE000PC30EE0 /
| 04/06/2024 16:00:41 |
Chg.-0.10 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.34EUR |
-4.10% |
-
Bid Size: - |
-
Ask Size: - |
VOLKSWAGEN AG VZO O.... |
105.00 EUR |
18/12/2026 |
Call |
Master data
| WKN: |
PC30EE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 EUR |
| Maturity: |
18/12/2026 |
| Issue date: |
26/01/2024 |
| Last trading day: |
17/12/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.22 |
| Parity: |
1.00 |
| Time value: |
1.38 |
| Break-even: |
128.70 |
| Moneyness: |
1.09 |
| Premium: |
0.12 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
1.72% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
3.84 |
| Rho: |
1.71 |
Quote data
| Open: |
2.29 |
| High: |
2.34 |
| Low: |
2.25 |
| Previous Close: |
2.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.74% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
-4.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.44 |
2.29 |
| 1M High / 1M Low: |
2.44 |
2.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.21 |
| Avg. volume 1M: |
|
238.10 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
