BNP Paribas Put 120 VOW3 17.12.2027
/ DE000PC30F24
BNP Paribas Put 120 VOW3 17.12.20.../ DE000PC30F24 /
| 2024-06-07 9:50:14 PM |
Chg.+0.030 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.780EUR |
+1.09% |
2.780
Bid Size: 5,500 |
2.830
Ask Size: 5,500 |
VOLKSWAGEN AG VZO O.... |
120.00 EUR |
2027-12-17 |
Put |
Master data
| WKN: |
PC30F2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.21 |
| Parity: |
0.74 |
| Time value: |
2.09 |
| Break-even: |
91.70 |
| Moneyness: |
1.07 |
| Premium: |
0.19 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
1.80% |
| Delta: |
-0.32 |
| Theta: |
-0.01 |
| Omega: |
-1.28 |
| Rho: |
-2.28 |
Quote data
| Open: |
2.760 |
| High: |
2.810 |
| Low: |
2.740 |
| Previous Close: |
2.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.91% |
| 1 Month |
|
|
-3.14% |
| 3 Months |
|
|
-5.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.780 |
2.680 |
| 1M High / 1M Low: |
2.880 |
2.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.745 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
35.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
