BNP Paribas Put 32 FRE 20.12.2024
/ DE000PE80Z27
BNP Paribas Put 32 FRE 20.12.2024/ DE000PE80Z27 /
06/09/2024 09:24:54 |
Chg.0.000 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
FRESENIUS SE+CO.KGAA... |
32.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
13/02/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-28.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.23 |
Parity: |
-0.18 |
Time value: |
0.12 |
Break-even: |
30.80 |
Moneyness: |
0.95 |
Premium: |
0.09 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.02 |
Spread %: |
20.00% |
Delta: |
-0.31 |
Theta: |
-0.01 |
Omega: |
-8.84 |
Rho: |
-0.03 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.33% |
1 Month |
|
|
-56.00% |
3 Months |
|
|
-65.63% |
YTD |
|
|
-77.55% |
1 Year |
|
|
-80.36% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.110 |
1M High / 1M Low: |
0.270 |
0.110 |
6M High / 6M Low: |
0.760 |
0.110 |
High (YTD): |
26/03/2024 |
0.760 |
Low (YTD): |
05/09/2024 |
0.110 |
52W High: |
01/11/2023 |
0.820 |
52W Low: |
05/09/2024 |
0.110 |
Avg. price 1W: |
|
0.114 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.176 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.420 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.507 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
90.28% |
Volatility 6M: |
|
126.27% |
Volatility 1Y: |
|
107.30% |
Volatility 3Y: |
|
- |