BNP Paribas Call 125 VOW3 17.12.2027
/ DE000PC30EY8
BNP Paribas Call 125 VOW3 17.12.2.../ DE000PC30EY8 /
| 2024-05-31 12:50:16 PM |
Chg.-0.030 |
Bid1:02:26 PM |
Ask1:02:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.590EUR |
-1.85% |
1.580
Bid Size: 26,000 |
1.620
Ask Size: 26,000 |
VOLKSWAGEN AG VZO O.... |
125.00 EUR |
2027-12-17 |
Call |
Master data
| WKN: |
PC30EY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.22 |
| Parity: |
-1.05 |
| Time value: |
1.66 |
| Break-even: |
141.60 |
| Moneyness: |
0.92 |
| Premium: |
0.24 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
3.11% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
4.27 |
| Rho: |
1.93 |
Quote data
| Open: |
1.570 |
| High: |
1.590 |
| Low: |
1.550 |
| Previous Close: |
1.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.16% |
| 1 Month |
|
|
+15.22% |
| 3 Months |
|
|
-18.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
1.470 |
| 1M High / 1M Low: |
1.670 |
1.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.578 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.483 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
