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BNP Paribas Put 28 FRE 20.12.2024/  DE000PE80Z01  /

Frankfurt Zert./BNP
7/10/2024  3:50:13 PM Chg.-0.010 Bid7/10/2024 Ask7/10/2024 Underlying Strike price Expiration date Option type
0.150EUR -6.25% 0.150
Bid Size: 100,000		 0.160
Ask Size: 100,000		 FRESENIUS SE+CO.KGAA... 28.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -16.00
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -0.08
Time value: 0.18
Break-even: 26.20
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 12.50%
Delta: -0.38
Theta: -0.01
Omega: -6.02
Rho: -0.06
 

Quote data

Open: 0.160
High: 0.160
Low: 0.140
Previous Close: 0.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month     0.00%
3 Months
  -59.46%
YTD
  -46.43%
1 Year
  -70.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.150
1M High / 1M Low: 0.200 0.150
6M High / 6M Low: 0.420 0.140
High (YTD): 4/3/2024 0.420
Low (YTD): 6/7/2024 0.140
52W High: 10/31/2023 0.520
52W Low: 6/7/2024 0.140
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.173
Avg. volume 1M:   0.000
Avg. price 6M:   0.289
Avg. volume 6M:   0.000
Avg. price 1Y:   0.316
Avg. volume 1Y:   0.000
Volatility 1M:   110.31%
Volatility 6M:   91.04%
Volatility 1Y:   89.10%
Volatility 3Y:   -