BNP Paribas Put 140 VOW3 21.06.2024
/ DE000PE6YR42
BNP Paribas Put 140 VOW3 21.06.20.../ DE000PE6YR42 /
| 2024-05-10 1:09:42 PM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.98EUR |
- |
-
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: |
-4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.67 |
| Implied volatility: |
1.62 |
| Historic volatility: |
0.21 |
| Parity: |
1.67 |
| Time value: |
1.36 |
| Break-even: |
109.70 |
| Moneyness: |
1.14 |
| Premium: |
0.11 |
| Premium p.a.: |
4.26 |
| Spread abs.: |
0.03 |
| Spread %: |
1.00% |
| Delta: |
-0.54 |
| Theta: |
-0.42 |
| Omega: |
-2.20 |
| Rho: |
-0.06 |
Quote data
| Open: |
2.93 |
| High: |
2.98 |
| Low: |
2.93 |
| Previous Close: |
2.97 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+12.88% |
| 3 Months |
|
|
+36.70% |
| YTD |
|
|
-12.35% |
| 1 Year |
|
|
+10.37% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.08 |
2.64 |
| 6M High / 6M Low: |
3.84 |
2.04 |
| High (YTD): |
2024-01-19 |
3.84 |
| Low (YTD): |
2024-04-08 |
2.04 |
| 52W High: |
2023-10-27 |
4.51 |
| 52W Low: |
2023-06-14 |
1.97 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.04 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
81.70% |
| Volatility 6M: |
|
93.00% |
| Volatility 1Y: |
|
74.92% |
| Volatility 3Y: |
|
- |
