BNP Paribas Put 112 VOW3 19.07.2024
/ DE000PC9PU07
BNP Paribas Put 112 VOW3 19.07.20.../ DE000PC9PU07 /
| 12/07/2024 10:29:49 |
Chg.-0.120 |
Bid15:51:19 |
Ask15:51:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-23.08% |
0.370
Bid Size: 27,000 |
0.410
Ask Size: 27,000 |
VOLKSWAGEN AG VZO O.... |
112.00 EUR |
19/07/2024 |
Put |
Master data
| WKN: |
PC9PU0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
112.00 EUR |
| Maturity: |
19/07/2024 |
| Issue date: |
13/05/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-19.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
0.49 |
| Time value: |
0.06 |
| Break-even: |
106.60 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.05 |
| Spread %: |
10.20% |
| Delta: |
-0.79 |
| Theta: |
-0.10 |
| Omega: |
-15.75 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.400 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-9.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.450 |
| 1M High / 1M Low: |
0.830 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.618 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
