BNP Paribas Put 32 BAC 20.12.2024/  DE000PE018T0  /

EUWAX
2024-06-28  8:16:18 AM Chg.+0.002 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.025EUR +8.70% -
Bid Size: -
-
Ask Size: -
VERIZON COMM. INC. D... 32.00 - 2024-12-20 Put
 

Master data

WKN: PE018T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 32.00 -
Maturity: 2024-12-20
Issue date: 2023-03-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -42.30
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.22
Parity: -0.65
Time value: 0.09
Break-even: 31.09
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.45
Spread abs.: 0.07
Spread %: 333.33%
Delta: -0.17
Theta: -0.01
Omega: -7.05
Rho: -0.03
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.023
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.88%
1 Month
  -45.65%
3 Months
  -46.81%
YTD
  -80.77%
1 Year
  -88.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.022
1M High / 1M Low: 0.046 0.022
6M High / 6M Low: 0.110 0.022
High (YTD): 2024-01-02 0.110
Low (YTD): 2024-06-25 0.022
52W High: 2023-10-06 0.410
52W Low: 2024-06-25 0.022
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.031
Avg. volume 1M:   0.000
Avg. price 6M:   0.056
Avg. volume 6M:   0.000
Avg. price 1Y:   0.157
Avg. volume 1Y:   0.000
Volatility 1M:   182.11%
Volatility 6M:   185.91%
Volatility 1Y:   154.66%
Volatility 3Y:   -