BNP Paribas Call 450 MUV2 18.12.2026
/ DE000PC30SG5
BNP Paribas Call 450 MUV2 18.12.2.../ DE000PC30SG5 /
2024-09-26 9:20:12 PM |
Chg.+0.090 |
Bid9:41:46 PM |
Ask9:41:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.960EUR |
+1.01% |
8.970 Bid Size: 2,900 |
9.050 Ask Size: 2,900 |
MUENCH.RUECKVERS.VNA... |
450.00 EUR |
2026-12-18 |
Call |
Master data
WKN: |
PC30SG |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 EUR |
Maturity: |
2026-12-18 |
Issue date: |
2024-01-26 |
Last trading day: |
2026-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.64 |
Intrinsic value: |
4.29 |
Implied volatility: |
0.15 |
Historic volatility: |
0.19 |
Parity: |
4.29 |
Time value: |
4.66 |
Break-even: |
539.50 |
Moneyness: |
1.10 |
Premium: |
0.09 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.08 |
Spread %: |
0.90% |
Delta: |
0.80 |
Theta: |
-0.05 |
Omega: |
4.40 |
Rho: |
6.78 |
Quote data
Open: |
9.050 |
High: |
9.050 |
Low: |
8.740 |
Previous Close: |
8.870 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.67% |
1 Month |
|
|
+11.86% |
3 Months |
|
|
+15.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.870 |
8.560 |
1M High / 1M Low: |
9.310 |
8.000 |
6M High / 6M Low: |
9.310 |
4.300 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.690 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.610 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.916 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.93% |
Volatility 6M: |
|
79.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |