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

EUWAX
2024-05-31  1:20:22 PM Chg.-0.060 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.340EUR -15.00% -
Bid Size: -		 -
Ask Size: -		 VOLKSWAGEN AG VZO O.... 102.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-04-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -33.82
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.22
Parity: -1.30
Time value: 0.34
Break-even: 98.60
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 6.25%
Delta: -0.22
Theta: -0.01
Omega: -7.43
Rho: -0.16
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.05%
1 Month
  -38.18%
3 Months
  -20.93%
YTD
  -60.92%
1 Year
  -62.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.320
1M High / 1M Low: 0.560 0.320
6M High / 6M Low: 1.000 0.320
High (YTD): 2024-01-19 0.950
Low (YTD): 2024-05-29 0.320
52W High: 2023-10-27 1.510
52W Low: 2024-05-29 0.320
Avg. price 1W:   0.356
Avg. volume 1W:   0.000
Avg. price 1M:   0.426
Avg. volume 1M:   0.000
Avg. price 6M:   0.605
Avg. volume 6M:   0.000
Avg. price 1Y:   0.802
Avg. volume 1Y:   0.000
Volatility 1M:   148.15%
Volatility 6M:   122.43%
Volatility 1Y:   99.57%
Volatility 3Y:   -