BNP Paribas Put 20 ZAL 17.12.2027/  DE000PG46SN8  /

EUWAX
2024-12-20  6:17:45 PM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.300EUR 0.00% -
Bid Size: -
-
Ask Size: -
ZALANDO SE 20.00 EUR 2027-12-17 Put
 

Master data

WKN: PG46SN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ZALANDO SE
Type: Warrant
Option type: Put
Strike price: 20.00 EUR
Maturity: 2027-12-17
Issue date: 2024-07-30
Last trading day: 2027-12-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.43
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.41
Parity: -1.30
Time value: 0.35
Break-even: 16.50
Moneyness: 0.61
Premium: 0.50
Premium p.a.: 0.15
Spread abs.: 0.04
Spread %: 12.90%
Delta: -0.14
Theta: 0.00
Omega: -1.29
Rho: -0.24
 

Quote data

Open: 0.310
High: 0.310
Low: 0.300
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.45%
1 Month
  -18.92%
3 Months
  -26.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.290
1M High / 1M Low: 0.380 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.294
Avg. volume 1W:   0.000
Avg. price 1M:   0.320
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   50.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -