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BNP Paribas Put 30 BAC 20.12.2024/  DE000PE018S2  /

Frankfurt Zert./BNP
2024-07-26  9:50:32 PM Chg.0.000 Bid9:58:39 PM Ask9:58:39 PM Underlying Strike price Expiration date Option type
0.008EUR 0.00% 0.008
Bid Size: 50,000		 0.091
Ask Size: 50,000		 VERIZON COMM. INC. D... 30.00 - 2024-12-20 Put
 

Master data

WKN: PE018S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 30.00 -
Maturity: 2024-12-20
Issue date: 2023-03-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -40.46
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.20
Parity: -0.68
Time value: 0.09
Break-even: 29.09
Moneyness: 0.81
Premium: 0.21
Premium p.a.: 0.60
Spread abs.: 0.08
Spread %: 911.11%
Delta: -0.16
Theta: -0.01
Omega: -6.56
Rho: -0.03
 

Quote data

Open: 0.008
High: 0.009
Low: 0.008
Previous Close: 0.008
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -38.46%
3 Months
  -73.33%
YTD
  -91.11%
1 Year
  -96.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.008
1M High / 1M Low: 0.014 0.002
6M High / 6M Low: 0.054 0.002
High (YTD): 2024-01-11 0.080
Low (YTD): 2024-07-03 0.002
52W High: 2023-10-13 0.310
52W Low: 2024-07-03 0.002
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.028
Avg. volume 6M:   0.000
Avg. price 1Y:   0.100
Avg. volume 1Y:   0.000
Volatility 1M:   1,618.77%
Volatility 6M:   694.61%
Volatility 1Y:   498.61%
Volatility 3Y:   -