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BNP Paribas Put 28 FRE 20.12.2024/  DE000PE80Z01  /

EUWAX
8/1/2024  9:28:52 AM Chg.-0.018 Bid3:03:40 PM Ask3:03:40 PM Underlying Strike price Expiration date Option type
0.046EUR -28.13% 0.063
Bid Size: 100,000		 0.073
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: -44.85
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.24
Parity: -0.52
Time value: 0.07
Break-even: 27.26
Moneyness: 0.84
Premium: 0.18
Premium p.a.: 0.53
Spread abs.: 0.02
Spread %: 45.10%
Delta: -0.17
Theta: -0.01
Omega: -7.68
Rho: -0.02
 

Quote data

Open: 0.046
High: 0.046
Low: 0.046
Previous Close: 0.064
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.90%
1 Month
  -75.79%
3 Months
  -81.60%
YTD
  -83.57%
1 Year
  -85.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.082 0.064
1M High / 1M Low: 0.190 0.064
6M High / 6M Low: 0.430 0.064
High (YTD): 3/26/2024 0.430
Low (YTD): 7/31/2024 0.064
52W High: 11/1/2023 0.520
52W Low: 7/31/2024 0.064
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.127
Avg. volume 1M:   0.000
Avg. price 6M:   0.261
Avg. volume 6M:   0.000
Avg. price 1Y:   0.299
Avg. volume 1Y:   0.000
Volatility 1M:   124.43%
Volatility 6M:   114.49%
Volatility 1Y:   102.70%
Volatility 3Y:   -