OverviewChartNewsTraderScreen

BNP Paribas Put 32 BAC 17.01.2025/  DE000PE84ZV2  /

Frankfurt Zert./BNP
2024-07-05  9:50:21 PM Chg.+0.002 Bid9:58:28 PM Ask9:58:28 PM Underlying Strike price Expiration date Option type
0.030EUR +7.14% 0.030
Bid Size: 50,000		 0.091
Ask Size: 50,000		 VERIZON COMM. INC. D... 32.00 - 2025-01-17 Put
 

Master data

WKN: PE84ZV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 32.00 -
Maturity: 2025-01-17
Issue date: 2023-02-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -41.84
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.22
Parity: -0.61
Time value: 0.09
Break-even: 31.09
Moneyness: 0.84
Premium: 0.18
Premium p.a.: 0.37
Spread abs.: 0.06
Spread %: 203.33%
Delta: -0.17
Theta: -0.01
Omega: -7.18
Rho: -0.04
 

Quote data

Open: 0.028
High: 0.033
Low: 0.028
Previous Close: 0.028
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.23%
1 Month
  -23.08%
3 Months
  -45.45%
YTD
  -80.00%
1 Year
  -87.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.023
1M High / 1M Low: 0.051 0.023
6M High / 6M Low: 0.130 0.023
High (YTD): 2024-01-11 0.130
Low (YTD): 2024-07-03 0.023
52W High: 2023-10-13 0.430
52W Low: 2024-07-03 0.023
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.038
Avg. volume 1M:   0.000
Avg. price 6M:   0.065
Avg. volume 6M:   0.000
Avg. price 1Y:   0.169
Avg. volume 1Y:   0.000
Volatility 1M:   201.49%
Volatility 6M:   174.41%
Volatility 1Y:   148.06%
Volatility 3Y:   -