BNP Paribas Put 102 VOW3 20.12.2024
/ DE000PC03JS6
BNP Paribas Put 102 VOW3 20.12.20.../ DE000PC03JS6 /
| 25/07/2024 21:50:17 |
Chg.+0.030 |
Bid25/07/2024 |
Ask25/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+6.52% |
0.490
Bid Size: 6,123 |
0.510
Ask Size: 6,000 |
VOLKSWAGEN AG VZO O.... |
102.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
PC03JS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
102.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
13/04/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-21.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
-0.34 |
| Time value: |
0.48 |
| Break-even: |
97.20 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
-0.36 |
| Theta: |
-0.02 |
| Omega: |
-7.87 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.480 |
| High: |
0.550 |
| Low: |
0.470 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.95% |
| 1 Month |
|
|
+2.08% |
| 3 Months |
|
|
-5.77% |
| YTD |
|
|
-43.68% |
| 1 Year |
|
|
-30.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.380 |
| 1M High / 1M Low: |
0.570 |
0.380 |
| 6M High / 6M Low: |
0.720 |
0.320 |
| High (YTD): |
19/01/2024 |
0.940 |
| Low (YTD): |
03/06/2024 |
0.320 |
| 52W High: |
27/10/2023 |
1.520 |
| 52W Low: |
03/06/2024 |
0.320 |
| Avg. price 1W: |
|
0.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.455 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.495 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.752 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
161.96% |
| Volatility 6M: |
|
128.20% |
| Volatility 1Y: |
|
107.24% |
| Volatility 3Y: |
|
- |
