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BNP Paribas Put 132 VOW3 20.12.20.../  DE000PC03JY4  /

EUWAX
2024-05-31  1:20:22 PM Chg.-0.13 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.89EUR -6.44% -
Bid Size: -		 -
Ask Size: -		 VOLKSWAGEN AG VZO O.... 132.00 - 2024-12-20 Put
 

Master data

WKN: PC03JY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 132.00 -
Maturity: 2024-12-20
Issue date: 2023-04-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.22
Leverage: Yes

Calculated values

Fair value: 1.70
Intrinsic value: 1.70
Implied volatility: 0.27
Historic volatility: 0.22
Parity: 1.70
Time value: 0.15
Break-even: 113.50
Moneyness: 1.15
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 1.09%
Delta: -0.69
Theta: -0.01
Omega: -4.26
Rho: -0.54
 

Quote data

Open: 1.90
High: 1.90
Low: 1.89
Previous Close: 2.02
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.48%
1 Month
  -20.59%
3 Months  
+9.25%
YTD
  -31.77%
1 Year
  -16.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.07 1.78
1M High / 1M Low: 2.45 1.78
6M High / 6M Low: 3.13 1.65
High (YTD): 2024-01-19 3.13
Low (YTD): 2024-04-05 1.65
52W High: 2023-10-27 3.81
52W Low: 2024-04-05 1.65
Avg. price 1W:   1.93
Avg. volume 1W:   0.00
Avg. price 1M:   2.12
Avg. volume 1M:   0.00
Avg. price 6M:   2.28
Avg. volume 6M:   0.00
Avg. price 1Y:   2.48
Avg. volume 1Y:   0.00
Volatility 1M:   95.07%
Volatility 6M:   97.17%
Volatility 1Y:   78.18%
Volatility 3Y:   -