BNP Paribas Call 140 VOW3 17.12.2027
/ DE000PC30E17
BNP Paribas Call 140 VOW3 17.12.2.../ DE000PC30E17 /
| 2024-05-28 9:50:15 PM |
Chg.+0.090 |
Bid2024-05-28 |
Ask2024-05-28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
+8.04% |
1.210
Bid Size: 5,200 |
1.260
Ask Size: 5,200 |
VOLKSWAGEN AG VZO O.... |
140.00 EUR |
2027-12-17 |
Call |
Master data
| WKN: |
PC30E1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.21 |
| Parity: |
-1.96 |
| Time value: |
1.18 |
| Break-even: |
151.80 |
| Moneyness: |
0.86 |
| Premium: |
0.26 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
4.42% |
| Delta: |
0.53 |
| Theta: |
-0.01 |
| Omega: |
5.39 |
| Rho: |
1.84 |
Quote data
| Open: |
1.130 |
| High: |
1.230 |
| Low: |
1.110 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.08% |
| 1 Month |
|
|
+1.68% |
| 3 Months |
|
|
-15.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
1.000 |
| 1M High / 1M Low: |
1.190 |
0.950 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.058 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
