BNP Paribas Put 32 BAC 20.12.2024/  DE000PE018T0  /

EUWAX
2024-06-26  11:12:41 AM Chg.- Bid8:02:06 AM Ask8:02:06 AM Underlying Strike price Expiration date Option type
0.023EUR - -
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: -42.21
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.22
Parity: -0.64
Time value: 0.09
Break-even: 31.09
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.44
Spread abs.: 0.07
Spread %: 279.17%
Delta: -0.17
Theta: -0.01
Omega: -7.08
Rho: -0.04
 

Quote data

Open: 0.023
High: 0.023
Low: 0.023
Previous Close: 0.022
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.35%
1 Month
  -28.13%
3 Months
  -57.41%
YTD
  -82.31%
1 Year
  -90.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.022
1M High / 1M Low: 0.046 0.022
6M High / 6M Low: 0.140 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:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.058
Avg. volume 6M:   0.000
Avg. price 1Y:   0.159
Avg. volume 1Y:   0.000
Volatility 1M:   224.32%
Volatility 6M:   185.39%
Volatility 1Y:   154.21%
Volatility 3Y:   -