BNP Paribas Call 52 PAH3 18.12.20.../  DE000PC30UU2  /

EUWAX
2024-06-25  9:26:56 AM Chg.-0.010 Bid5:37:18 PM Ask5:37:18 PM Underlying Strike price Expiration date Option type
0.440EUR -2.22% 0.430
Bid Size: 10,000
0.460
Ask Size: 10,000
PORSCHE AUTOM.HLDG V... 52.00 EUR 2026-12-18 Call
 

Master data

WKN: PC30UU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 2026-12-18
Issue date: 2024-01-26
Last trading day: 2026-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.14
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.22
Parity: -0.91
Time value: 0.47
Break-even: 56.70
Moneyness: 0.83
Premium: 0.32
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 6.82%
Delta: 0.47
Theta: -0.01
Omega: 4.27
Rho: 0.38
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.22%
1 Month
  -29.03%
3 Months
  -39.73%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.440
1M High / 1M Low: 0.760 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.601
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -