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BNP Paribas Put 138 VOW3 20.12.20.../  DE000PC03JZ1  /

Frankfurt Zert./BNP
2024-05-31  9:50:18 PM Chg.-0.040 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
2.350EUR -1.67% 2.340
Bid Size: 5,800		 2.370
Ask Size: 5,800		 VOLKSWAGEN AG VZO O.... 138.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-04-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.85
Leverage: Yes

Calculated values

Fair value: 2.30
Intrinsic value: 2.30
Implied volatility: 0.29
Historic volatility: 0.22
Parity: 2.30
Time value: 0.07
Break-even: 114.30
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.03
Spread %: 1.28%
Delta: -0.74
Theta: -0.01
Omega: -3.59
Rho: -0.60
 

Quote data

Open: 2.400
High: 2.460
Low: 2.340
Previous Close: 2.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.96%
1 Month
  -21.93%
3 Months
  -8.20%
YTD
  -28.57%
1 Year
  -10.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.450 2.250
1M High / 1M Low: 3.010 2.250
6M High / 6M Low: 3.660 2.130
High (YTD): 2024-01-19 3.660
Low (YTD): 2024-04-08 2.130
52W High: 2023-10-27 4.380
52W Low: 2023-06-14 2.060
Avg. price 1W:   2.374
Avg. volume 1W:   0.000
Avg. price 1M:   2.612
Avg. volume 1M:   0.000
Avg. price 6M:   2.780
Avg. volume 6M:   0.000
Avg. price 1Y:   2.964
Avg. volume 1Y:   0.000
Volatility 1M:   77.60%
Volatility 6M:   78.70%
Volatility 1Y:   65.78%
Volatility 3Y:   -