BNP Paribas Put 30 FRE 20.12.2024
/ DE000PE80Z19
BNP Paribas Put 30 FRE 20.12.2024/ DE000PE80Z19 /
8/2/2024 9:50:16 PM |
Chg.+0.010 |
Bid9:56:11 PM |
Ask9:56:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
+7.69% |
0.140 Bid Size: 10,000 |
0.190 Ask Size: 10,000 |
FRESENIUS SE+CO.KGAA... |
30.00 - |
12/20/2024 |
Put |
Master data
WKN: |
PE80Z1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
30.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/13/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-16.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.24 |
Parity: |
-0.13 |
Time value: |
0.19 |
Break-even: |
28.10 |
Moneyness: |
0.96 |
Premium: |
0.10 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.05 |
Spread %: |
35.71% |
Delta: |
-0.36 |
Theta: |
-0.01 |
Omega: |
-5.87 |
Rho: |
-0.05 |
Quote data
Open: |
0.130 |
High: |
0.150 |
Low: |
0.130 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.69% |
1 Month |
|
|
-48.15% |
3 Months |
|
|
-60.00% |
YTD |
|
|
-63.16% |
1 Year |
|
|
-68.89% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.090 |
1M High / 1M Low: |
0.270 |
0.090 |
6M High / 6M Low: |
0.570 |
0.090 |
High (YTD): |
4/3/2024 |
0.570 |
Low (YTD): |
7/31/2024 |
0.090 |
52W High: |
10/31/2023 |
0.660 |
52W Low: |
7/31/2024 |
0.090 |
Avg. price 1W: |
|
0.122 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.188 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.368 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.406 |
Avg. volume 1Y: |
|
61.961 |
Volatility 1M: |
|
226.68% |
Volatility 6M: |
|
120.06% |
Volatility 1Y: |
|
103.64% |
Volatility 3Y: |
|
- |