BNP Paribas Put 78 MBG 19.06.2026/  DE000PC49WR4  /

EUWAX
2024-06-14  9:48:04 AM Chg.+0.07 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
2.03EUR +3.57% -
Bid Size: -
-
Ask Size: -
MERCEDES-BENZ GROUP ... 78.00 EUR 2026-06-19 Put
 

Master data

WKN: PC49WR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 78.00 EUR
Maturity: 2026-06-19
Issue date: 2024-02-19
Last trading day: 2026-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.02
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 1.48
Implied volatility: 0.42
Historic volatility: 0.20
Parity: 1.48
Time value: 0.61
Break-even: 57.10
Moneyness: 1.23
Premium: 0.10
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 1.95%
Delta: -0.47
Theta: -0.01
Omega: -1.44
Rho: -1.02
 

Quote data

Open: 2.03
High: 2.03
Low: 2.03
Previous Close: 1.96
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.73%
1 Month  
+23.78%
3 Months  
+16.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.03 1.87
1M High / 1M Low: 2.03 1.64
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.94
Avg. volume 1W:   0.00
Avg. price 1M:   1.84
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   38.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -