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BNP Paribas Put 142 VOW3 20.12.20.../  DE000PC03J07  /

EUWAX
2024-06-10  8:36:31 AM Chg.+0.12 Bid11:17:13 AM Ask11:17:13 AM Underlying Strike price Expiration date Option type
3.00EUR +4.17% 3.11
Bid Size: 27,000		 3.13
Ask Size: 27,000		 VOLKSWAGEN AG VZO O.... 142.00 - 2024-12-20 Put
 

Master data

WKN: PC03J0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 142.00 -
Maturity: 2024-12-20
Issue date: 2023-04-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.78
Leverage: Yes

Calculated values

Fair value: 2.94
Intrinsic value: 2.94
Implied volatility: 0.33
Historic volatility: 0.21
Parity: 2.94
Time value: 0.04
Break-even: 112.20
Moneyness: 1.26
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.03
Spread %: 1.02%
Delta: -0.78
Theta: -0.01
Omega: -2.93
Rho: -0.62
 

Quote data

Open: 3.00
High: 3.00
Low: 3.00
Previous Close: 2.88
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.21%
1 Month
  -4.76%
3 Months
  -7.12%
YTD
  -17.81%
1 Year  
+15.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.88 2.65
1M High / 1M Low: 3.18 2.65
6M High / 6M Low: 4.06 2.40
High (YTD): 2024-01-19 4.06
Low (YTD): 2024-04-05 2.40
52W High: 2023-10-27 4.74
52W Low: 2023-06-14 2.33
Avg. price 1W:   2.77
Avg. volume 1W:   0.00
Avg. price 1M:   2.91
Avg. volume 1M:   0.00
Avg. price 6M:   3.11
Avg. volume 6M:   0.00
Avg. price 1Y:   3.31
Avg. volume 1Y:   0.00
Volatility 1M:   80.42%
Volatility 6M:   80.09%
Volatility 1Y:   66.44%
Volatility 3Y:   -