BNP Paribas Put 130 FI 20.12.2024
/ DE000PE80XH4
BNP Paribas Put 130 FI 20.12.2024/ DE000PE80XH4 /
11/09/2024 09:23:50 |
Chg.-0.001 |
Bid19:09:16 |
Ask19:09:16 |
Underlying |
Strike price |
Expiration date |
Option type |
0.057EUR |
-1.72% |
0.064 Bid Size: 62,000 |
0.091 Ask Size: 62,000 |
Fiserv |
130.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
PE80XH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Fiserv |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
13/02/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-171.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.15 |
Parity: |
-3.85 |
Time value: |
0.09 |
Break-even: |
117.05 |
Moneyness: |
0.75 |
Premium: |
0.25 |
Premium p.a.: |
1.27 |
Spread abs.: |
0.03 |
Spread %: |
59.65% |
Delta: |
-0.06 |
Theta: |
-0.02 |
Omega: |
-10.55 |
Rho: |
-0.03 |
Quote data
Open: |
0.057 |
High: |
0.057 |
Low: |
0.057 |
Previous Close: |
0.058 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.62% |
1 Month |
|
|
-62.00% |
3 Months |
|
|
-78.08% |
YTD |
|
|
-92.40% |
1 Year |
|
|
-95.62% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.058 |
0.043 |
1M High / 1M Low: |
0.130 |
0.043 |
6M High / 6M Low: |
0.430 |
0.043 |
High (YTD): |
03/01/2024 |
0.820 |
Low (YTD): |
05/09/2024 |
0.043 |
52W High: |
03/10/2023 |
2.040 |
52W Low: |
05/09/2024 |
0.043 |
Avg. price 1W: |
|
0.052 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.066 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.218 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.614 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
181.38% |
Volatility 6M: |
|
191.64% |
Volatility 1Y: |
|
149.97% |
Volatility 3Y: |
|
- |