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BNP Paribas Put 150 PEP 17.01.202.../  DE000PZ1A2U2  /

EUWAX
2024-12-20  9:23:55 AM Chg.+0.100 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.250EUR +66.67% -
Bid Size: -		 -
Ask Size: -		 PepsiCo Inc 150.00 USD 2025-01-17 Put
 

Master data

WKN: PZ1A2U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PepsiCo Inc
Type: Warrant
Option type: Put
Strike price: 150.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -73.25
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.15
Parity: -0.27
Time value: 0.20
Break-even: 141.83
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.53
Spread abs.: 0.01
Spread %: 5.26%
Delta: -0.35
Theta: -0.05
Omega: -25.50
Rho: -0.04
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+212.50%
1 Month  
+78.57%
3 Months  
+127.27%
YTD
  -47.92%
1 Year
  -52.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.078
1M High / 1M Low: 0.250 0.058
6M High / 6M Low: 0.320 0.046
High (YTD): 2024-01-16 0.550
Low (YTD): 2024-10-21 0.046
52W High: 2024-01-16 0.550
52W Low: 2024-10-21 0.046
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.141
Avg. volume 6M:   0.000
Avg. price 1Y:   0.238
Avg. volume 1Y:   0.000
Volatility 1M:   446.50%
Volatility 6M:   313.24%
Volatility 1Y:   248.43%
Volatility 3Y:   -