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BNP Paribas Put 140 VOW3 21.06.20.../  DE000PE6YR42  /

Frankfurt Zert./BNP
2024-05-10  9:50:11 PM Chg.+0.070 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
3.000EUR +2.39% -
Bid Size: -		 -
Ask Size: -		 VOLKSWAGEN AG VZO O.... 140.00 - 2024-06-21 Put
 

Master data

WKN: PE6YR4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 140.00 -
Maturity: 2024-06-21
Issue date: 2022-12-20
Last trading day: 2024-05-13
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.79
Leverage: Yes

Calculated values

Fair value: 2.51
Intrinsic value: 2.51
Implied volatility: 1.35
Historic volatility: 0.22
Parity: 2.51
Time value: 0.53
Break-even: 109.70
Moneyness: 1.22
Premium: 0.05
Premium p.a.: 1.61
Spread abs.: 0.03
Spread %: 1.00%
Delta: -0.70
Theta: -0.33
Omega: -2.66
Rho: -0.05
 

Quote data

Open: 2.920
High: 3.020
Low: 2.920
Previous Close: 2.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -1.96%
3 Months  
+15.83%
YTD
  -11.76%
1 Year  
+15.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 3.000 2.860
6M High / 6M Low: 3.810 2.080
High (YTD): 2024-01-19 3.810
Low (YTD): 2024-04-08 2.080
52W High: 2023-10-27 4.530
52W Low: 2023-06-14 1.930
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.938
Avg. volume 1M:   0.000
Avg. price 6M:   2.896
Avg. volume 6M:   0.000
Avg. price 1Y:   3.052
Avg. volume 1Y:   2.582
Volatility 1M:   45.83%
Volatility 6M:   85.91%
Volatility 1Y:   71.14%
Volatility 3Y:   -