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

EUWAX
2024-05-28  8:34:01 AM Chg.-0.20 Bid1:08:58 PM Ask1:08:58 PM Underlying Strike price Expiration date Option type
2.81EUR -6.64% 2.59
Bid Size: 25,500		 2.61
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: 2.81
High: 2.81
Low: 2.81
Previous Close: 3.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.33%
1 Month
  -6.64%
3 Months  
+6.44%
YTD
  -23.01%
1 Year
  -6.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.16 3.00
1M High / 1M Low: 3.38 2.73
6M High / 6M Low: 4.20 2.40
High (YTD): 2024-01-19 4.06
Low (YTD): 2024-04-05 2.40
52W High: 2023-10-27 4.74
52W Low: 2023-06-14 2.33
Avg. price 1W:   3.07
Avg. volume 1W:   0.00
Avg. price 1M:   3.07
Avg. volume 1M:   0.00
Avg. price 6M:   3.18
Avg. volume 6M:   0.00
Avg. price 1Y:   3.31
Avg. volume 1Y:   0.00
Volatility 1M:   72.97%
Volatility 6M:   79.44%
Volatility 1Y:   65.48%
Volatility 3Y:   -