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BNP Paribas Put 135 VOW3 21.06.20.../  DE000PE6YR34  /

Frankfurt Zert./BNP
2024-05-10  9:50:11 PM Chg.+0.070 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
2.500EUR +2.88% -
Bid Size: -		 -
Ask Size: -		 VOLKSWAGEN AG VZO O.... 135.00 - 2024-06-21 Put
 

Master data

WKN: PE6YR3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 135.00 -
Maturity: 2024-06-21
Issue date: 2022-12-20
Last trading day: 2024-05-13
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.53
Leverage: Yes

Calculated values

Fair value: 2.01
Intrinsic value: 2.01
Implied volatility: 1.23
Historic volatility: 0.22
Parity: 2.01
Time value: 0.54
Break-even: 109.60
Moneyness: 1.17
Premium: 0.05
Premium p.a.: 1.66
Spread abs.: 0.03
Spread %: 1.20%
Delta: -0.68
Theta: -0.31
Omega: -3.07
Rho: -0.05
 

Quote data

Open: 2.430
High: 2.530
Low: 2.420
Previous Close: 2.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -2.34%
3 Months  
+17.37%
YTD
  -14.68%
1 Year  
+11.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.500 2.360
6M High / 6M Low: 3.330 1.630
High (YTD): 2024-01-19 3.330
Low (YTD): 2024-04-08 1.630
52W High: 2023-10-27 4.050
52W Low: 2024-04-08 1.630
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.438
Avg. volume 1M:   0.000
Avg. price 6M:   2.431
Avg. volume 6M:   0.000
Avg. price 1Y:   2.613
Avg. volume 1Y:   0.000
Volatility 1M:   55.36%
Volatility 6M:   99.64%
Volatility 1Y:   81.06%
Volatility 3Y:   -