BNP Paribas Call 58 PAH3 18.12.20.../  DE000PC30UW8  /

Frankfurt Zert./BNP
25/06/2024  16:50:18 Chg.-0.010 Bid25/06/2024 Ask25/06/2024 Underlying Strike price Expiration date Option type
0.310EUR -3.13% 0.310
Bid Size: 50,000
0.340
Ask Size: 50,000
PORSCHE AUTOM.HLDG V... 58.00 EUR 18/12/2026 Call
 

Master data

WKN: PC30UW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 58.00 EUR
Maturity: 18/12/2026
Issue date: 26/01/2024
Last trading day: 17/12/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.27
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.22
Parity: -1.51
Time value: 0.35
Break-even: 61.50
Moneyness: 0.74
Premium: 0.43
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 9.38%
Delta: 0.37
Theta: 0.00
Omega: 4.52
Rho: 0.31
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.320
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.82%
1 Month
  -36.73%
3 Months
  -44.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.320
1M High / 1M Low: 0.560 0.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.449
Avg. volume 1M:   91.571
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -