BNP Paribas Put 105 VOW3 18.12.2026
/ DE000PC30FN8
BNP Paribas Put 105 VOW3 18.12.20.../ DE000PC30FN8 /
| 2024-06-10 7:50:15 PM |
Chg.+0.040 |
Bid2024-06-10 |
Ask2024-06-10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
+2.52% |
1.630
Bid Size: 6,000 |
1.670
Ask Size: 6,000 |
VOLKSWAGEN AG VZO O.... |
105.00 EUR |
2026-12-18 |
Put |
Master data
| WKN: |
PC30FN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 EUR |
| Maturity: |
2026-12-18 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2026-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
-0.76 |
| Time value: |
1.64 |
| Break-even: |
88.60 |
| Moneyness: |
0.93 |
| Premium: |
0.21 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
2.50% |
| Delta: |
-0.28 |
| Theta: |
-0.01 |
| Omega: |
-1.95 |
| Rho: |
-1.22 |
Quote data
| Open: |
1.620 |
| High: |
1.670 |
| Low: |
1.620 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.54% |
| 1 Month |
|
|
-4.68% |
| 3 Months |
|
|
-7.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.590 |
1.530 |
| 1M High / 1M Low: |
1.710 |
1.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.558 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.584 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
