BNP Paribas Call 140 VOW3 17.12.2027
/ DE000PC30E17
BNP Paribas Call 140 VOW3 17.12.2.../ DE000PC30E17 /
| 2024-05-31 8:50:14 PM |
Chg.-0.030 |
Bid2024-05-31 |
Ask2024-05-31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
-2.54% |
1.150
Bid Size: 5,300 |
1.200
Ask Size: 5,300 |
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: |
9.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.22 |
| Parity: |
-2.55 |
| Time value: |
1.22 |
| Break-even: |
152.20 |
| Moneyness: |
0.82 |
| Premium: |
0.33 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
4.27% |
| Delta: |
0.49 |
| Theta: |
-0.01 |
| Omega: |
4.58 |
| Rho: |
1.55 |
Quote data
| Open: |
1.140 |
| High: |
1.160 |
| Low: |
1.110 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.52% |
| 1 Month |
|
|
+15.00% |
| 3 Months |
|
|
-20.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
1.050 |
| 1M High / 1M Low: |
1.210 |
0.950 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
