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BNP Paribas Put 30 BAC 20.12.2024/  DE000PE018S2  /

Frankfurt Zert./BNP
7/12/2024  9:50:25 PM Chg.-0.001 Bid7/12/2024 Ask7/12/2024 Underlying Strike price Expiration date Option type
0.008EUR -11.11% 0.008
Bid Size: 50,000		 0.091
Ask Size: 50,000		 VERIZON COMM. INC. D... 30.00 - 12/20/2024 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: 12/20/2024
Issue date: 3/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -41.74
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.21
Parity: -0.80
Time value: 0.09
Break-even: 29.09
Moneyness: 0.79
Premium: 0.23
Premium p.a.: 0.62
Spread abs.: 0.08
Spread %: 1,037.50%
Delta: -0.15
Theta: -0.01
Omega: -6.15
Rho: -0.03
 

Quote data

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

Performance

1 Week
  -33.33%
1 Month
  -63.64%
3 Months
  -79.49%
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: 0.022 0.002
6M High / 6M Low: 0.069 0.002
High (YTD): 1/11/2024 0.080
Low (YTD): 7/3/2024 0.002
52W High: 10/13/2023 0.310
52W Low: 7/3/2024 0.002
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.031
Avg. volume 6M:   0.000
Avg. price 1Y:   0.108
Avg. volume 1Y:   0.000
Volatility 1M:   1,614.16%
Volatility 6M:   690.50%
Volatility 1Y:   496.09%
Volatility 3Y:   -