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BNP Paribas Put 300 33L 20.12.202.../  DE000PE9A6L9  /

EUWAX
2024-06-27  8:44:00 AM Chg.+0.21 Bid1:43:11 PM Ask1:43:11 PM Underlying Strike price Expiration date Option type
2.44EUR +9.42% 2.39
Bid Size: 3,800		 2.43
Ask Size: 3,800		 LULULEMON ATHLETICA ... 300.00 - 2024-12-20 Put
 

Master data

WKN: PE9A6L
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LULULEMON ATHLETICA INC.
Type: Warrant
Option type: Put
Strike price: 300.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -11.70
Leverage: Yes

Calculated values

Fair value: 2.87
Intrinsic value: 1.46
Implied volatility: 0.24
Historic volatility: 0.30
Parity: 1.46
Time value: 0.98
Break-even: 275.60
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.41%
Delta: -0.54
Theta: -0.04
Omega: -6.36
Rho: -0.87
 

Quote data

Open: 2.44
High: 2.44
Low: 2.44
Previous Close: 2.23
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.91%
1 Month
  -18.12%
3 Months  
+108.55%
YTD  
+253.62%
1 Year  
+0.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.27 2.20
1M High / 1M Low: 3.38 2.03
6M High / 6M Low: 3.38 0.69
High (YTD): 2024-05-29 3.38
Low (YTD): 2024-01-29 0.69
52W High: 2024-05-29 3.38
52W Low: 2024-01-29 0.69
Avg. price 1W:   2.23
Avg. volume 1W:   0.00
Avg. price 1M:   2.48
Avg. volume 1M:   0.00
Avg. price 6M:   1.42
Avg. volume 6M:   0.00
Avg. price 1Y:   1.71
Avg. volume 1Y:   0.00
Volatility 1M:   136.42%
Volatility 6M:   148.06%
Volatility 1Y:   125.95%
Volatility 3Y:   -