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BNP Paribas Put 142 VOW3 20.12.20.../  DE000PC03J07  /

Frankfurt Zert./BNP
2024-05-27  9:50:15 PM Chg.-0.190 Bid9:58:12 PM Ask9:58:12 PM Underlying Strike price Expiration date Option type
2.810EUR -6.33% 2.800
Bid Size: 5,100		 2.830
Ask Size: 5,100		 VOLKSWAGEN AG VZO O.... 142.00 - 2024-12-20 Put
 

Master data

WKN: PC03J0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 142.00 -
Maturity: 2024-12-20
Issue date: 2023-04-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.91
Leverage: Yes

Calculated values

Fair value: 2.36
Intrinsic value: 2.36
Implied volatility: 0.48
Historic volatility: 0.21
Parity: 2.36
Time value: 0.68
Break-even: 111.70
Moneyness: 1.20
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 1.00%
Delta: -0.61
Theta: -0.03
Omega: -2.37
Rho: -0.58
 

Quote data

Open: 3.010
High: 3.010
Low: 2.810
Previous Close: 3.000
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.70%
1 Month
  -4.75%
3 Months  
+6.84%
YTD
  -23.01%
1 Year
  -6.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.140 2.960
1M High / 1M Low: 3.390 2.720
6M High / 6M Low: 4.190 2.420
High (YTD): 2024-01-19 4.040
Low (YTD): 2024-04-04 2.420
52W High: 2023-10-27 4.760
52W Low: 2023-06-14 2.300
Avg. price 1W:   3.036
Avg. volume 1W:   0.000
Avg. price 1M:   3.064
Avg. volume 1M:   0.000
Avg. price 6M:   3.188
Avg. volume 6M:   0.000
Avg. price 1Y:   3.310
Avg. volume 1Y:   0.000
Volatility 1M:   84.35%
Volatility 6M:   71.62%
Volatility 1Y:   61.16%
Volatility 3Y:   -