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BNP Paribas Put 148 VOW3 20.12.20.../  DE000PC03J15  /

Frankfurt Zert./BNP
2024-05-10  9:50:12 PM Chg.+0.070 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
3.810EUR +1.87% -
Bid Size: -		 -
Ask Size: -		 VOLKSWAGEN AG VZO O.... 148.00 - 2024-12-20 Put
 

Master data

WKN: PC03J1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 148.00 -
Maturity: 2024-12-20
Issue date: 2023-04-13
Last trading day: 2024-05-13
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.08
Leverage: Yes

Calculated values

Fair value: 2.96
Intrinsic value: 2.96
Implied volatility: 0.59
Historic volatility: 0.21
Parity: 2.96
Time value: 0.90
Break-even: 109.50
Moneyness: 1.25
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 0.79%
Delta: -0.59
Theta: -0.04
Omega: -1.82
Rho: -0.62
 

Quote data

Open: 3.740
High: 3.830
Low: 3.730
Previous Close: 3.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+8.55%
3 Months  
+25.74%
YTD
  -9.29%
1 Year  
+9.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 3.980 3.450
6M High / 6M Low: 4.760 2.950
High (YTD): 2024-01-19 4.620
Low (YTD): 2024-04-08 2.950
52W High: 2023-10-27 5.320
52W Low: 2023-06-14 2.680
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   3.774
Avg. volume 1M:   0.000
Avg. price 6M:   3.750
Avg. volume 6M:   0.000
Avg. price 1Y:   3.849
Avg. volume 1Y:   0.000
Volatility 1M:   82.32%
Volatility 6M:   63.83%
Volatility 1Y:   54.51%
Volatility 3Y:   -