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BNP Paribas Put 30 FRE 20.12.2024/  DE000PE80Z19  /

EUWAX
27/09/2024  09:29:36 Chg.-0.008 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.045EUR -15.09% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 30.00 - 20/12/2024 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: 20/12/2024
Issue date: 13/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -48.70
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.23
Parity: -0.36
Time value: 0.07
Break-even: 29.31
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.70
Spread abs.: 0.02
Spread %: 50.00%
Delta: -0.21
Theta: -0.01
Omega: -10.02
Rho: -0.02
 

Quote data

Open: 0.045
High: 0.045
Low: 0.045
Previous Close: 0.053
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -31.82%
3 Months
  -85.00%
YTD
  -87.84%
1 Year
  -88.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.045
1M High / 1M Low: 0.066 0.044
6M High / 6M Low: 0.570 0.044
High (YTD): 26/03/2024 0.580
Low (YTD): 19/09/2024 0.044
52W High: 01/11/2023 0.660
52W Low: 19/09/2024 0.044
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.236
Avg. volume 6M:   0.000
Avg. price 1Y:   0.359
Avg. volume 1Y:   27.344
Volatility 1M:   153.07%
Volatility 6M:   155.38%
Volatility 1Y:   126.38%
Volatility 3Y:   -