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BNP Paribas Put 32 FRE 20.12.2024/  DE000PE80Z27  /

EUWAX
8/2/2024  9:17:59 AM Chg.+0.080 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.230EUR +53.33% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 32.00 - 12/20/2024 Put
 

Master data

WKN: PE80Z2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 32.00 -
Maturity: 12/20/2024
Issue date: 2/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -11.61
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.07
Implied volatility: 0.33
Historic volatility: 0.24
Parity: 0.07
Time value: 0.20
Break-even: 29.30
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.18
Spread abs.: 0.05
Spread %: 22.73%
Delta: -0.47
Theta: -0.01
Omega: -5.48
Rho: -0.07
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.52%
1 Month
  -41.03%
3 Months
  -51.06%
YTD
  -53.06%
1 Year
  -59.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.150
1M High / 1M Low: 0.390 0.150
6M High / 6M Low: 0.760 0.150
High (YTD): 3/26/2024 0.760
Low (YTD): 8/1/2024 0.150
52W High: 11/1/2023 0.820
52W Low: 8/1/2024 0.150
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.295
Avg. volume 1M:   0.000
Avg. price 6M:   0.505
Avg. volume 6M:   0.000
Avg. price 1Y:   0.538
Avg. volume 1Y:   0.000
Volatility 1M:   233.29%
Volatility 6M:   123.73%
Volatility 1Y:   103.50%
Volatility 3Y:   -