BNP Paribas Put 70 MBG 18.12.2026/  DE000PC30P14  /

EUWAX
2024-09-20  9:54:51 AM Chg.+0.24 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
2.05EUR +13.26% -
Bid Size: -
-
Ask Size: -
MERCEDES-BENZ GROUP ... 70.00 EUR 2026-12-18 Put
 

Master data

WKN: PC30P1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 70.00 EUR
Maturity: 2026-12-18
Issue date: 2024-01-26
Last trading day: 2026-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.59
Leverage: Yes

Calculated values

Fair value: 1.50
Intrinsic value: 1.50
Implied volatility: 0.45
Historic volatility: 0.22
Parity: 1.50
Time value: 0.62
Break-even: 48.80
Moneyness: 1.27
Premium: 0.11
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 1.92%
Delta: -0.46
Theta: 0.00
Omega: -1.20
Rho: -1.05
 

Quote data

Open: 2.04
High: 2.05
Low: 2.04
Previous Close: 1.81
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.67%
1 Month  
+21.30%
3 Months  
+39.46%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.05 1.81
1M High / 1M Low: 2.05 1.58
6M High / 6M Low: 2.05 1.12
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.93
Avg. volume 1W:   0.00
Avg. price 1M:   1.79
Avg. volume 1M:   0.00
Avg. price 6M:   1.50
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.66%
Volatility 6M:   53.48%
Volatility 1Y:   -
Volatility 3Y:   -