BNP Paribas Put 32 BAC 20.12.2024/  DE000PE018T0  /

EUWAX
13/09/2024  08:21:30 Chg.-0.001 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.005EUR -16.67% -
Bid Size: -
-
Ask Size: -
VERIZON COMM. INC. D... 32.00 - 20/12/2024 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: 20/12/2024
Issue date: 21/03/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -43.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.20
Parity: -0.76
Time value: 0.09
Break-even: 31.09
Moneyness: 0.81
Premium: 0.21
Premium p.a.: 1.06
Spread abs.: 0.09
Spread %: 1,720.00%
Delta: -0.16
Theta: -0.01
Omega: -6.78
Rho: -0.02
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.006
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+400.00%
1 Month
  -66.67%
3 Months
  -86.49%
YTD
  -96.15%
1 Year
  -98.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.002
1M High / 1M Low: 0.015 0.001
6M High / 6M Low: 0.075 0.001
High (YTD): 02/01/2024 0.110
Low (YTD): 06/09/2024 0.001
52W High: 06/10/2023 0.410
52W Low: 06/09/2024 0.001
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.031
Avg. volume 6M:   0.000
Avg. price 1Y:   0.099
Avg. volume 1Y:   0.000
Volatility 1M:   2,564.28%
Volatility 6M:   1,095.24%
Volatility 1Y:   782.52%
Volatility 3Y:   -