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

Frankfurt Zert./BNP
2024-05-28  2:20:48 PM Chg.-0.220 Bid2:24:37 PM Ask2:24:37 PM Underlying Strike price Expiration date Option type
2.590EUR -7.83% 2.600
Bid Size: 25,500		 2.620
Ask Size: 25,500		 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: -4.25
Leverage: Yes

Calculated values

Fair value: 2.16
Intrinsic value: 2.16
Implied volatility: 0.45
Historic volatility: 0.21
Parity: 2.16
Time value: 0.67
Break-even: 113.70
Moneyness: 1.18
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 1.07%
Delta: -0.60
Theta: -0.03
Omega: -2.55
Rho: -0.57
 

Quote data

Open: 2.810
High: 2.850
Low: 2.570
Previous Close: 2.810
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -12.20%
3 Months  
+2.78%
YTD
  -29.04%
1 Year
  -14.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.140 2.810
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:   3.002
Avg. volume 1W:   0.000
Avg. price 1M:   3.051
Avg. volume 1M:   0.000
Avg. price 6M:   3.177
Avg. volume 6M:   0.000
Avg. price 1Y:   3.308
Avg. volume 1Y:   0.000
Volatility 1M:   85.41%
Volatility 6M:   72.08%
Volatility 1Y:   61.37%
Volatility 3Y:   -