BNP Paribas Call 135 VOW3 17.12.2.../  DE000PC30E09  /

Frankfurt Zert./BNP
2024-05-28  9:50:15 PM Chg.+0.100 Bid9:57:39 PM Ask9:57:39 PM Underlying Strike price Expiration date Option type
1.350EUR +8.00% 1.350
Bid Size: 5,200
1.400
Ask Size: 5,200
VOLKSWAGEN AG VZO O.... 135.00 EUR 2027-12-17 Call
 

Master data

WKN: PC30E0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 135.00 EUR
Maturity: 2027-12-17
Issue date: 2024-01-26
Last trading day: 2027-12-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.26
Leverage: Yes

Calculated values

Fair value: 2.00
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.21
Parity: -1.46
Time value: 1.30
Break-even: 148.00
Moneyness: 0.89
Premium: 0.23
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 4.00%
Delta: 0.58
Theta: -0.01
Omega: 5.39
Rho: 2.03
 

Quote data

Open: 1.250
High: 1.370
Low: 1.240
Previous Close: 1.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.45%
1 Month  
+2.27%
3 Months
  -14.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.250 1.120
1M High / 1M Low: 1.320 1.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.176
Avg. volume 1W:   0.000
Avg. price 1M:   1.178
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -