BNP Paribas Put 135 VOW3 21.06.2024
/ DE000PE6YR34
BNP Paribas Put 135 VOW3 21.06.20.../ DE000PE6YR34 /
| 2024-05-10 1:09:41 PM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.48EUR |
- |
-
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: |
-4.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
1.49 |
| Historic volatility: |
0.21 |
| Parity: |
1.17 |
| Time value: |
1.37 |
| Break-even: |
109.60 |
| Moneyness: |
1.09 |
| Premium: |
0.11 |
| Premium p.a.: |
4.32 |
| Spread abs.: |
0.03 |
| Spread %: |
1.20% |
| Delta: |
-0.52 |
| Theta: |
-0.39 |
| Omega: |
-2.52 |
| Rho: |
-0.06 |
Quote data
| Open: |
2.43 |
| High: |
2.48 |
| Low: |
2.43 |
| Previous Close: |
2.47 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+14.81% |
| 3 Months |
|
|
+41.71% |
| YTD |
|
|
-15.65% |
| 1 Year |
|
|
+5.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.58 |
2.16 |
| 6M High / 6M Low: |
3.36 |
1.59 |
| High (YTD): |
2024-01-19 |
3.36 |
| Low (YTD): |
2024-04-05 |
1.59 |
| 52W High: |
2023-10-27 |
4.03 |
| 52W Low: |
2024-04-05 |
1.59 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.61 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
97.35% |
| Volatility 6M: |
|
110.22% |
| Volatility 1Y: |
|
87.01% |
| Volatility 3Y: |
|
- |
