BNP Paribas Put 30 BAC 20.12.2024
/ DE000PE018S2
BNP Paribas Put 30 BAC 20.12.2024/ DE000PE018S2 /
20/08/2024 21:50:24 |
Chg.+0.001 |
Bid20/08/2024 |
Ask20/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.005EUR |
+25.00% |
- Bid Size: - |
- Ask Size: - |
VERIZON COMM. INC. D... |
30.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
21/03/2023 |
Last trading day: |
21/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-44.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.59 |
Historic volatility: |
0.20 |
Parity: |
-1.01 |
Time value: |
0.09 |
Break-even: |
29.09 |
Moneyness: |
0.75 |
Premium: |
0.27 |
Premium p.a.: |
1.49 |
Spread abs.: |
0.09 |
Spread %: |
1,720.00% |
Delta: |
-0.13 |
Theta: |
-0.01 |
Omega: |
-5.68 |
Rho: |
-0.02 |
Quote data
Open: |
0.004 |
High: |
0.005 |
Low: |
0.004 |
Previous Close: |
0.004 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-28.57% |
3 Months |
|
|
-77.27% |
YTD |
|
|
-94.44% |
1 Year |
|
|
-97.62% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.007 |
0.004 |
6M High / 6M Low: |
0.042 |
0.002 |
High (YTD): |
11/01/2024 |
0.080 |
Low (YTD): |
03/07/2024 |
0.002 |
52W High: |
13/10/2023 |
0.310 |
52W Low: |
03/07/2024 |
0.002 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.005 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.020 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.074 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
470.33% |
Volatility 6M: |
|
749.28% |
Volatility 1Y: |
|
534.18% |
Volatility 3Y: |
|
- |