BNP Paribas Put 90 VOW3 17.12.2027
/ DE000PC30FW9
BNP Paribas Put 90 VOW3 17.12.202.../ DE000PC30FW9 /
| 2024-06-10 9:52:33 AM |
Chg.+0.04 |
Bid10:31:28 AM |
Ask10:31:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
+3.20% |
1.30
Bid Size: 30,000 |
1.34
Ask Size: 30,000 |
VOLKSWAGEN AG VZO O.... |
90.00 EUR |
2027-12-17 |
Put |
Master data
| WKN: |
PC30FW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.21 |
| Parity: |
-2.26 |
| Time value: |
1.30 |
| Break-even: |
77.00 |
| Moneyness: |
0.80 |
| Premium: |
0.32 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
4.00% |
| Delta: |
-0.20 |
| Theta: |
-0.01 |
| Omega: |
-1.71 |
| Rho: |
-1.24 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.21% |
| 1 Month |
|
|
-1.53% |
| 3 Months |
|
|
-5.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.16 |
| 1M High / 1M Low: |
1.31 |
1.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
