BNP Paribas Put 138 VOW3 20.12.2024
/ DE000PC03JZ1
BNP Paribas Put 138 VOW3 20.12.20.../ DE000PC03JZ1 /
6/10/2024 9:50:12 PM |
Chg.+0.030 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.590EUR |
+1.17% |
2.570 Bid Size: 5,600 |
2.600 Ask Size: 5,600 |
VOLKSWAGEN AG VZO O.... |
138.00 - |
12/20/2024 |
Put |
Master data
WKN: |
PC03JZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VOLKSWAGEN AG VZO O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
138.00 - |
Maturity: |
12/20/2024 |
Issue date: |
4/13/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.54 |
Intrinsic value: |
2.54 |
Implied volatility: |
0.31 |
Historic volatility: |
0.21 |
Parity: |
2.54 |
Time value: |
0.06 |
Break-even: |
112.00 |
Moneyness: |
1.23 |
Premium: |
0.01 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.03 |
Spread %: |
1.17% |
Delta: |
-0.76 |
Theta: |
-0.01 |
Omega: |
-3.28 |
Rho: |
-0.59 |
Quote data
Open: |
2.620 |
High: |
2.730 |
Low: |
2.580 |
Previous Close: |
2.560 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+9.75% |
1 Month |
|
|
-8.80% |
3 Months |
|
|
-10.69% |
YTD |
|
|
-21.28% |
1 Year |
|
|
+10.68% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.560 |
2.360 |
1M High / 1M Low: |
2.840 |
2.250 |
6M High / 6M Low: |
3.660 |
2.130 |
High (YTD): |
1/19/2024 |
3.660 |
Low (YTD): |
4/8/2024 |
2.130 |
52W High: |
10/27/2023 |
4.380 |
52W Low: |
6/14/2023 |
2.060 |
Avg. price 1W: |
|
2.448 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.510 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.748 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.966 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
79.08% |
Volatility 6M: |
|
76.53% |
Volatility 1Y: |
|
65.40% |
Volatility 3Y: |
|
- |