BNP Paribas Put 115 NEM 21.03.202.../  DE000PL0ELJ7  /

EUWAX
2024-12-20  6:13:15 PM Chg.- Bid8:32:08 AM Ask8:32:08 AM Underlying Strike price Expiration date Option type
2.18EUR - 2.15
Bid Size: 1,396
2.18
Ask Size: 1,377
NEMETSCHEK SE O.N. 115.00 EUR 2025-03-21 Put
 

Master data

WKN: PL0ELJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Put
Strike price: 115.00 EUR
Maturity: 2025-03-21
Issue date: 2024-10-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.18
Leverage: Yes

Calculated values

Fair value: 2.18
Intrinsic value: 2.18
Implied volatility: 0.37
Historic volatility: 0.28
Parity: 2.18
Time value: 0.06
Break-even: 92.70
Moneyness: 1.23
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.03
Spread %: 1.36%
Delta: -0.84
Theta: -0.02
Omega: -3.52
Rho: -0.25
 

Quote data

Open: 2.36
High: 2.42
Low: 2.17
Previous Close: 2.29
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.24%
1 Month  
+35.40%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.31 2.15
1M High / 1M Low: 2.31 1.45
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.23
Avg. volume 1W:   0.00
Avg. price 1M:   1.86
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -