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BNP Paribas Put 112 VOW3 20.12.20.../  DE000PC03JU2  /

EUWAX
2024-06-10  8:36:30 AM Chg.+0.040 Bid12:37:52 PM Ask12:37:52 PM Underlying Strike price Expiration date Option type
0.720EUR +5.88% 0.750
Bid Size: 30,000		 0.760
Ask Size: 30,000		 VOLKSWAGEN AG VZO O.... 112.00 - 2024-12-20 Put
 

Master data

WKN: PC03JU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 112.00 -
Maturity: 2024-12-20
Issue date: 2023-04-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -15.64
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.21
Parity: -0.06
Time value: 0.72
Break-even: 104.80
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 2.86%
Delta: -0.41
Theta: -0.02
Omega: -6.43
Rho: -0.28
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.680
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -16.28%
3 Months
  -29.41%
YTD
  -46.27%
1 Year
  -34.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.600
1M High / 1M Low: 0.880 0.600
6M High / 6M Low: 1.510 0.600
High (YTD): 2024-01-19 1.510
Low (YTD): 2024-06-03 0.600
52W High: 2023-10-27 2.150
52W Low: 2024-06-03 0.600
Avg. price 1W:   0.638
Avg. volume 1W:   0.000
Avg. price 1M:   0.718
Avg. volume 1M:   0.000
Avg. price 6M:   0.962
Avg. volume 6M:   4.403
Avg. price 1Y:   1.203
Avg. volume 1Y:   2.150
Volatility 1M:   135.49%
Volatility 6M:   115.55%
Volatility 1Y:   95.05%
Volatility 3Y:   -