BNP Paribas Put 30 BAC 17.01.2025
/ DE000PE018U8
BNP Paribas Put 30 BAC 17.01.2025/ DE000PE018U8 /
14/08/2024 08:19:25 |
Chg.-0.002 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.013EUR |
-13.33% |
- Bid Size: - |
- Ask Size: - |
VERIZON COMM. INC. D... |
30.00 - |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
21/03/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-40.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.20 |
Parity: |
-0.71 |
Time value: |
0.09 |
Break-even: |
29.09 |
Moneyness: |
0.81 |
Premium: |
0.22 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.08 |
Spread %: |
600.00% |
Delta: |
-0.16 |
Theta: |
-0.01 |
Omega: |
-6.45 |
Rho: |
-0.03 |
Quote data
Open: |
0.013 |
High: |
0.013 |
Low: |
0.013 |
Previous Close: |
0.015 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.10% |
1 Month |
|
|
-7.14% |
3 Months |
|
|
-56.67% |
YTD |
|
|
-88.18% |
1 Year |
|
|
-95.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.022 |
0.015 |
1M High / 1M Low: |
0.029 |
0.010 |
6M High / 6M Low: |
0.063 |
0.009 |
High (YTD): |
02/01/2024 |
0.087 |
Low (YTD): |
04/07/2024 |
0.009 |
52W High: |
12/10/2023 |
0.330 |
52W Low: |
04/07/2024 |
0.009 |
Avg. price 1W: |
|
0.019 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.015 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.034 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.102 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
730.87% |
Volatility 6M: |
|
374.55% |
Volatility 1Y: |
|
276.44% |
Volatility 3Y: |
|
- |