BNP Paribas Put 30 FRE 20.12.2024
/ DE000PE80Z19
BNP Paribas Put 30 FRE 20.12.2024/ DE000PE80Z19 /
9/11/2024 7:20:45 PM |
Chg.-0.002 |
Bid9/11/2024 |
Ask9/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.054EUR |
-3.57% |
0.054 Bid Size: 20,000 |
0.078 Ask Size: 20,000 |
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: |
-42.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.23 |
Parity: |
-0.39 |
Time value: |
0.08 |
Break-even: |
29.20 |
Moneyness: |
0.89 |
Premium: |
0.14 |
Premium p.a.: |
0.60 |
Spread abs.: |
0.02 |
Spread %: |
42.86% |
Delta: |
-0.21 |
Theta: |
-0.01 |
Omega: |
-8.85 |
Rho: |
-0.02 |
Quote data
Open: |
0.056 |
High: |
0.059 |
Low: |
0.052 |
Previous Close: |
0.056 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.82% |
1 Month |
|
|
-66.25% |
3 Months |
|
|
-78.40% |
YTD |
|
|
-85.79% |
1 Year |
|
|
-86.83% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.067 |
0.053 |
1M High / 1M Low: |
0.150 |
0.053 |
6M High / 6M Low: |
0.570 |
0.053 |
High (YTD): |
4/3/2024 |
0.570 |
Low (YTD): |
9/5/2024 |
0.053 |
52W High: |
10/31/2023 |
0.660 |
52W Low: |
9/5/2024 |
0.053 |
Avg. price 1W: |
|
0.057 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.085 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.286 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.375 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
169.32% |
Volatility 6M: |
|
134.90% |
Volatility 1Y: |
|
114.39% |
Volatility 3Y: |
|
- |