BNP Paribas Put 45 PAH3 18.12.2026
/ DE000PC30VC8
BNP Paribas Put 45 PAH3 18.12.202.../ DE000PC30VC8 /
2024-09-26 9:50:28 PM |
Chg.-0.020 |
Bid8:00:54 AM |
Ask8:00:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.920EUR |
-2.13% |
0.920 Bid Size: 10,000 |
0.950 Ask Size: 10,000 |
PORSCHE AUTOM.HLDG V... |
45.00 EUR |
2026-12-18 |
Put |
Master data
WKN: |
PC30VC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
PORSCHE AUTOM.HLDG VZO |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 EUR |
Maturity: |
2026-12-18 |
Issue date: |
2024-01-26 |
Last trading day: |
2026-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.42 |
Implied volatility: |
0.38 |
Historic volatility: |
0.22 |
Parity: |
0.42 |
Time value: |
0.55 |
Break-even: |
35.30 |
Moneyness: |
1.10 |
Premium: |
0.13 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
3.19% |
Delta: |
-0.40 |
Theta: |
0.00 |
Omega: |
-1.70 |
Rho: |
-0.58 |
Quote data
Open: |
0.910 |
High: |
0.930 |
Low: |
0.900 |
Previous Close: |
0.940 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-11.54% |
1 Month |
|
|
-8.00% |
3 Months |
|
|
-1.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
0.920 |
1M High / 1M Low: |
1.130 |
0.920 |
6M High / 6M Low: |
1.150 |
0.670 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.970 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.022 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.891 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
62.32% |
Volatility 6M: |
|
49.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |