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BNP Paribas Put 102 VOW3 20.12.20.../  DE000PC03JS6  /

EUWAX
11/7/2024  8:37:34 AM Chg.+0.29 Bid6:13:30 PM Ask6:13:30 PM Underlying Strike price Expiration date Option type
1.78EUR +19.46% 1.61
Bid Size: 6,000		 1.64
Ask Size: 6,000		 VOLKSWAGEN AG VZO O.... 102.00 - 12/20/2024 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: 12/20/2024
Issue date: 4/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.66
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 1.77
Implied volatility: 0.45
Historic volatility: 0.23
Parity: 1.77
Time value: 0.04
Break-even: 83.90
Moneyness: 1.21
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.09
Spread %: 5.23%
Delta: -0.87
Theta: -0.02
Omega: -4.06
Rho: -0.11
 

Quote data

Open: 1.77
High: 1.78
Low: 1.77
Previous Close: 1.49
Turnover: 177
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.88%
1 Month  
+87.37%
3 Months  
+72.82%
YTD  
+104.60%
1 Year  
+48.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.49 1.31
1M High / 1M Low: 1.49 0.94
6M High / 6M Low: 1.49 0.31
High (YTD): 11/6/2024 1.49
Low (YTD): 6/3/2024 0.31
52W High: 11/6/2024 1.49
52W Low: 6/3/2024 0.31
Avg. price 1W:   1.37
Avg. volume 1W:   0.00
Avg. price 1M:   1.14
Avg. volume 1M:   0.00
Avg. price 6M:   0.74
Avg. volume 6M:   15.91
Avg. price 1Y:   0.72
Avg. volume 1Y:   8.20
Volatility 1M:   137.61%
Volatility 6M:   147.84%
Volatility 1Y:   131.33%
Volatility 3Y:   -