BNP Paribas Put 130 VOW3 17.12.2027
/ DE000PC30F40
BNP Paribas Put 130 VOW3 17.12.20.../ DE000PC30F40 /
| 2024-05-30 9:50:14 PM |
Chg.0.000 |
Bid9:55:41 PM |
Ask9:55:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.320EUR |
0.00% |
3.330
Bid Size: 5,400 |
3.380
Ask Size: 5,400 |
VOLKSWAGEN AG VZO O.... |
130.00 EUR |
2027-12-17 |
Put |
Master data
| WKN: |
PC30F4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.21 |
| Parity: |
0.92 |
| Time value: |
2.46 |
| Break-even: |
96.20 |
| Moneyness: |
1.08 |
| Premium: |
0.20 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
1.50% |
| Delta: |
-0.31 |
| Theta: |
-0.01 |
| Omega: |
-1.12 |
| Rho: |
-2.55 |
Quote data
| Open: |
3.410 |
| High: |
3.420 |
| Low: |
3.260 |
| Previous Close: |
3.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.49% |
| 1 Month |
|
|
-9.54% |
| 3 Months |
|
|
+7.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.440 |
3.240 |
| 1M High / 1M Low: |
3.720 |
3.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.465 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
32.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
