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BNP Paribas Put 28 FRE 20.12.2024/  DE000PE80Z01  /

EUWAX
2024-06-28  9:27:40 AM Chg.0.000 Bid1:03:30 PM Ask1:03:30 PM Underlying Strike price Expiration date Option type
0.190EUR 0.00% 0.200
Bid Size: 100,000		 0.210
Ask Size: 100,000		 FRESENIUS SE+CO.KGAA... 28.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-02-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -13.35
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.00
Time value: 0.21
Break-even: 25.90
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 10.53%
Delta: -0.42
Theta: -0.01
Omega: -5.65
Rho: -0.07
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+11.76%
3 Months
  -51.28%
YTD
  -32.14%
1 Year
  -61.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.180
1M High / 1M Low: 0.200 0.130
6M High / 6M Low: 0.430 0.130
High (YTD): 2024-03-26 0.430
Low (YTD): 2024-06-07 0.130
52W High: 2023-11-01 0.520
52W Low: 2024-06-07 0.130
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.165
Avg. volume 1M:   0.000
Avg. price 6M:   0.294
Avg. volume 6M:   0.000
Avg. price 1Y:   0.325
Avg. volume 1Y:   0.000
Volatility 1M:   110.25%
Volatility 6M:   107.46%
Volatility 1Y:   97.61%
Volatility 3Y:   -