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BNP Paribas Put 102 VOW3 20.12.20.../  DE000PC03JS6  /

EUWAX
2024-05-28  8:34:00 AM Chg.-0.040 Bid11:22:31 AM Ask11:22:31 AM Underlying Strike price Expiration date Option type
0.340EUR -10.53% 0.300
Bid Size: 30,000		 0.310
Ask Size: 30,000		 VOLKSWAGEN AG VZO O.... 102.00 - 2024-12-20 Put
 

Master data

WKN: PC03JS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 102.00 -
Maturity: 2024-12-20
Issue date: 2023-04-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -33.44
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.21
Parity: -1.84
Time value: 0.36
Break-even: 98.40
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.35
Spread abs.: 0.02
Spread %: 5.88%
Delta: -0.19
Theta: -0.02
Omega: -6.40
Rho: -0.15
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.00%
1 Month
  -33.33%
3 Months
  -29.17%
YTD
  -60.92%
1 Year
  -64.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.380
1M High / 1M Low: 0.560 0.360
6M High / 6M Low: 1.090 0.360
High (YTD): 2024-01-19 0.950
Low (YTD): 2024-05-15 0.360
52W High: 2023-10-27 1.510
52W Low: 2024-05-15 0.360
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.446
Avg. volume 1M:   0.000
Avg. price 6M:   0.627
Avg. volume 6M:   0.000
Avg. price 1Y:   0.813
Avg. volume 1Y:   0.000
Volatility 1M:   126.75%
Volatility 6M:   114.76%
Volatility 1Y:   95.34%
Volatility 3Y:   -