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BNP Paribas Put 28 FRE 20.12.2024/  DE000PE80Z01  /

Frankfurt Zert./BNP
02/08/2024  21:50:15 Chg.-0.001 Bid21:56:44 Ask21:56:44 Underlying Strike price Expiration date Option type
0.070EUR -1.41% 0.068
Bid Size: 10,000		 0.130
Ask Size: 10,000		 FRESENIUS SE+CO.KGAA... 28.00 - 20/12/2024 Put
 

Master data

WKN: PE80Z0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 28.00 -
Maturity: 20/12/2024
Issue date: 13/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -24.11
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.24
Parity: -0.33
Time value: 0.13
Break-even: 26.70
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.44
Spread abs.: 0.06
Spread %: 91.18%
Delta: -0.26
Theta: -0.01
Omega: -6.20
Rho: -0.04
 

Quote data

Open: 0.073
High: 0.084
Low: 0.069
Previous Close: 0.071
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -53.33%
3 Months
  -70.83%
YTD
  -75.00%
1 Year
  -80.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.077 0.050
1M High / 1M Low: 0.160 0.050
6M High / 6M Low: 0.420 0.050
High (YTD): 03/04/2024 0.420
Low (YTD): 31/07/2024 0.050
52W High: 31/10/2023 0.520
52W Low: 31/07/2024 0.050
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   0.257
Avg. volume 6M:   0.000
Avg. price 1Y:   0.297
Avg. volume 1Y:   0.000
Volatility 1M:   251.34%
Volatility 6M:   128.92%
Volatility 1Y:   110.49%
Volatility 3Y:   -