BNP Paribas Call 48 PAH3 18.12.20.../  DE000PC30US6  /

EUWAX
6/25/2024  9:26:56 AM Chg.-0.020 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.550EUR -3.51% -
Bid Size: -
-
Ask Size: -
PORSCHE AUTOM.HLDG V... 48.00 EUR 12/18/2026 Call
 

Master data

WKN: PC30US
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 12/18/2026
Issue date: 1/26/2024
Last trading day: 12/17/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.28
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.22
Parity: -0.51
Time value: 0.59
Break-even: 53.90
Moneyness: 0.89
Premium: 0.26
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 5.36%
Delta: 0.55
Theta: -0.01
Omega: 4.00
Rho: 0.44
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.79%
1 Month
  -27.63%
3 Months
  -37.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.550
1M High / 1M Low: 0.930 0.530
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.564
Avg. volume 1W:   500
Avg. price 1M:   0.744
Avg. volume 1M:   119.048
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -