OverviewChartNewsTraderScreen

BNP Paribas Put 32 BAC 20.12.2024/  DE000PE018T0  /

EUWAX
12/07/2024  08:15:02 Chg.-0.001 Bid19:10:37 Ask19:10:37 Underlying Strike price Expiration date Option type
0.016EUR -5.88% 0.015
Bid Size: 100,000		 0.091
Ask Size: 100,000		 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: -41.74
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.21
Parity: -0.60
Time value: 0.09
Break-even: 31.09
Moneyness: 0.84
Premium: 0.18
Premium p.a.: 0.46
Spread abs.: 0.08
Spread %: 468.75%
Delta: -0.17
Theta: -0.01
Omega: -7.30
Rho: -0.03
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.017
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.79%
1 Month
  -48.39%
3 Months
  -69.81%
YTD
  -87.69%
1 Year
  -93.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.021 0.017
1M High / 1M Low: 0.038 0.013
6M High / 6M Low: 0.100 0.013
High (YTD): 02/01/2024 0.110
Low (YTD): 04/07/2024 0.013
52W High: 06/10/2023 0.410
52W Low: 04/07/2024 0.013
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.051
Avg. volume 6M:   0.000
Avg. price 1Y:   0.150
Avg. volume 1Y:   0.000
Volatility 1M:   288.31%
Volatility 6M:   208.56%
Volatility 1Y:   168.64%
Volatility 3Y:   -