OverviewChartNewsTraderScreen

BNP Paribas Put 118 VOW3 20.12.20.../  DE000PC03JV0  /

EUWAX
2024-06-10  8:36:30 AM Chg.+0.060 Bid6:19:29 PM Ask6:19:29 PM Underlying Strike price Expiration date Option type
1.040EUR +6.12% 1.030
Bid Size: 6,000		 1.050
Ask Size: 6,000		 VOLKSWAGEN AG VZO O.... 118.00 - 2024-12-20 Put
 

Master data

WKN: PC03JV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 118.00 -
Maturity: 2024-12-20
Issue date: 2023-04-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -10.93
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.54
Implied volatility: 0.26
Historic volatility: 0.21
Parity: 0.54
Time value: 0.49
Break-even: 107.70
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 1.98%
Delta: -0.52
Theta: -0.02
Omega: -5.68
Rho: -0.36
 

Quote data

Open: 1.040
High: 1.040
Low: 1.040
Previous Close: 0.980
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.93%
1 Month
  -12.61%
3 Months
  -22.39%
YTD
  -38.82%
1 Year
  -21.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.860
1M High / 1M Low: 1.210 0.860
6M High / 6M Low: 1.940 0.860
High (YTD): 2024-01-19 1.940
Low (YTD): 2024-06-03 0.860
52W High: 2023-10-27 2.610
52W Low: 2024-06-03 0.860
Avg. price 1W:   0.922
Avg. volume 1W:   0.000
Avg. price 1M:   1.020
Avg. volume 1M:   0.000
Avg. price 6M:   1.275
Avg. volume 6M:   0.000
Avg. price 1Y:   1.524
Avg. volume 1Y:   0.000
Volatility 1M:   127.38%
Volatility 6M:   111.16%
Volatility 1Y:   91.53%
Volatility 3Y:   -