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BNP Paribas Put 108 VOW3 20.12.20.../  DE000PC03JT4  /

Frankfurt Zert./BNP
2024-06-10  1:20:38 PM Chg.+0.040 Bid1:22:31 PM Ask1:22:31 PM Underlying Strike price Expiration date Option type
0.580EUR +7.41% 0.570
Bid Size: 30,000		 0.580
Ask Size: 30,000		 VOLKSWAGEN AG VZO O.... 108.00 - 2024-12-20 Put
 

Master data

WKN: PC03JT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 108.00 -
Maturity: 2024-12-20
Issue date: 2023-04-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -20.11
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.21
Parity: -0.46
Time value: 0.56
Break-even: 102.40
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 3.70%
Delta: -0.34
Theta: -0.02
Omega: -6.85
Rho: -0.23
 

Quote data

Open: 0.560
High: 0.610
Low: 0.560
Previous Close: 0.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+23.40%
1 Month
  -18.31%
3 Months
  -30.95%
YTD
  -48.67%
1 Year
  -40.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.470
1M High / 1M Low: 0.710 0.470
6M High / 6M Low: 1.250 0.470
High (YTD): 2024-01-19 1.250
Low (YTD): 2024-06-03 0.470
52W High: 2023-10-27 1.890
52W Low: 2024-06-03 0.470
Avg. price 1W:   0.506
Avg. volume 1W:   0.000
Avg. price 1M:   0.550
Avg. volume 1M:   0.000
Avg. price 6M:   0.789
Avg. volume 6M:   8.065
Avg. price 1Y:   1.020
Avg. volume 1Y:   3.937
Volatility 1M:   121.84%
Volatility 6M:   109.05%
Volatility 1Y:   91.88%
Volatility 3Y:   -