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BNP Paribas Put 30 BAC 17.01.2025/  DE000PE018U8  /

EUWAX
2024-07-25  8:15:37 AM Chg.-0.003 Bid5:31:19 PM Ask5:31:19 PM Underlying Strike price Expiration date Option type
0.015EUR -16.67% 0.012
Bid Size: 100,000		 0.091
Ask Size: 100,000		 VERIZON COMM. INC. D... 30.00 - 2025-01-17 Put
 

Master data

WKN: PE018U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 30.00 -
Maturity: 2025-01-17
Issue date: 2023-03-21
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -40.22
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.20
Parity: -0.66
Time value: 0.09
Break-even: 29.09
Moneyness: 0.82
Premium: 0.21
Premium p.a.: 0.47
Spread abs.: 0.08
Spread %: 550.00%
Delta: -0.16
Theta: -0.01
Omega: -6.59
Rho: -0.03
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.018
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.36%
1 Month
  -21.05%
3 Months
  -63.41%
YTD
  -86.36%
1 Year
  -93.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.018 0.011
1M High / 1M Low: 0.022 0.009
6M High / 6M Low: 0.066 0.009
High (YTD): 2024-01-02 0.087
Low (YTD): 2024-07-04 0.009
52W High: 2023-10-12 0.330
52W Low: 2024-07-04 0.009
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.038
Avg. volume 6M:   0.000
Avg. price 1Y:   0.115
Avg. volume 1Y:   0.000
Volatility 1M:   447.86%
Volatility 6M:   253.25%
Volatility 1Y:   196.52%
Volatility 3Y:   -