BNP Paribas Call 55 PAH3 18.12.20.../  DE000PC30UV0  /

EUWAX
2024-06-17  9:53:27 AM Chg.-0.030 Bid5:46:32 PM Ask5:46:32 PM Underlying Strike price Expiration date Option type
0.360EUR -7.69% 0.390
Bid Size: 10,000
0.420
Ask Size: 10,000
PORSCHE AUTOM.HLDG V... 55.00 EUR 2026-12-18 Call
 

Master data

WKN: PC30UV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 2026-12-18
Issue date: 2024-01-26
Last trading day: 2026-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.36
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.22
Parity: -1.25
Time value: 0.41
Break-even: 59.10
Moneyness: 0.77
Premium: 0.39
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 7.89%
Delta: 0.41
Theta: 0.00
Omega: 4.28
Rho: 0.34
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.55%
1 Month
  -43.75%
3 Months
  -40.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.390
1M High / 1M Low: 0.660 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.498
Avg. volume 1W:   0.000
Avg. price 1M:   0.577
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -