OverviewChartNewsTraderScreen

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

EUWAX
2024-06-10  8:36:30 AM Chg.+0.040 Bid11:37:22 AM Ask11:37:22 AM Underlying Strike price Expiration date Option type
0.560EUR +7.69% 0.610
Bid Size: 30,000		 0.620
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: 0.560
Low: 0.560
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.74%
1 Month
  -17.65%
3 Months
  -32.53%
YTD
  -50.44%
1 Year
  -42.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.460
1M High / 1M Low: 0.690 0.460
6M High / 6M Low: 1.260 0.460
High (YTD): 2024-01-19 1.260
Low (YTD): 2024-06-03 0.460
52W High: 2023-10-27 1.880
52W Low: 2024-06-03 0.460
Avg. price 1W:   0.490
Avg. volume 1W:   0.000
Avg. price 1M:   0.558
Avg. volume 1M:   0.000
Avg. price 6M:   0.790
Avg. volume 6M:   0.000
Avg. price 1Y:   1.021
Avg. volume 1Y:   0.000
Volatility 1M:   139.97%
Volatility 6M:   118.56%
Volatility 1Y:   97.52%
Volatility 3Y:   -