BNP Paribas Put 105 VOW3 17.12.2027
/ DE000PC30FZ2
BNP Paribas Put 105 VOW3 17.12.20.../ DE000PC30FZ2 /
2024-05-31 9:49:43 AM |
Chg.+0.01 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.88EUR |
+0.53% |
- Bid Size: - |
- Ask Size: - |
VOLKSWAGEN AG VZO O.... |
105.00 EUR |
2027-12-17 |
Put |
Master data
WKN: |
PC30FZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VOLKSWAGEN AG VZO O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
105.00 EUR |
Maturity: |
2027-12-17 |
Issue date: |
2024-01-26 |
Last trading day: |
2027-12-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.22 |
Parity: |
-1.00 |
Time value: |
1.88 |
Break-even: |
86.20 |
Moneyness: |
0.91 |
Premium: |
0.25 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.05 |
Spread %: |
2.73% |
Delta: |
-0.25 |
Theta: |
-0.01 |
Omega: |
-1.54 |
Rho: |
-1.69 |
Quote data
Open: |
1.88 |
High: |
1.88 |
Low: |
1.88 |
Previous Close: |
1.87 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.53% |
1 Month |
|
|
-12.15% |
3 Months |
|
|
+8.05% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.94 |
1.78 |
1M High / 1M Low: |
2.14 |
1.78 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.87 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.96 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
39.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |