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BNP Paribas Put 128 VOW3 20.12.20.../  DE000PC03JX6  /

EUWAX
2024-06-10  8:36:30 AM Chg.+0.10 Bid4:55:37 PM Ask4:55:37 PM Underlying Strike price Expiration date Option type
1.75EUR +6.06% 1.73
Bid Size: 30,000		 1.74
Ask Size: 30,000		 VOLKSWAGEN AG VZO O.... 128.00 - 2024-12-20 Put
 

Master data

WKN: PC03JX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 128.00 -
Maturity: 2024-12-20
Issue date: 2023-04-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.51
Leverage: Yes

Calculated values

Fair value: 1.56
Intrinsic value: 1.54
Implied volatility: 0.27
Historic volatility: 0.21
Parity: 1.54
Time value: 0.19
Break-even: 110.70
Moneyness: 1.14
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.17%
Delta: -0.67
Theta: -0.01
Omega: -4.37
Rho: -0.49
 

Quote data

Open: 1.75
High: 1.75
Low: 1.75
Previous Close: 1.65
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.24%
1 Month
  -7.89%
3 Months
  -13.79%
YTD
  -28.28%
1 Year
  -1.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.65 1.48
1M High / 1M Low: 1.93 1.48
6M High / 6M Low: 2.77 1.40
High (YTD): 2024-01-19 2.77
Low (YTD): 2024-04-05 1.40
52W High: 2023-10-27 3.46
52W Low: 2024-04-05 1.40
Avg. price 1W:   1.57
Avg. volume 1W:   0.00
Avg. price 1M:   1.69
Avg. volume 1M:   0.00
Avg. price 6M:   1.94
Avg. volume 6M:   0.00
Avg. price 1Y:   2.18
Avg. volume 1Y:   0.00
Volatility 1M:   108.37%
Volatility 6M:   97.91%
Volatility 1Y:   81.06%
Volatility 3Y:   -