BNP Paribas Call 140 VOW3 17.12.2027
/ DE000PC30E17
BNP Paribas Call 140 VOW3 17.12.2.../ DE000PC30E17 /
| 2024-06-07 9:52:59 AM |
Chg.-0.06 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
-5.31% |
-
Bid Size: - |
-
Ask Size: - |
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: |
10.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.21 |
| Parity: |
-2.74 |
| Time value: |
1.11 |
| Break-even: |
151.10 |
| Moneyness: |
0.80 |
| Premium: |
0.34 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
4.72% |
| Delta: |
0.46 |
| Theta: |
-0.01 |
| Omega: |
4.70 |
| Rho: |
1.45 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
1.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.60% |
| 1 Month |
|
|
+4.90% |
| 3 Months |
|
|
+0.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.07 |
| 1M High / 1M Low: |
1.21 |
1.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
