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BNP Paribas Put 32 FRE 20.12.2024/  DE000PE80Z27  /

EUWAX
08/07/2024  09:29:17 Chg.-0.020 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.360EUR -5.26% -
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: -7.46
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.29
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.29
Time value: 0.10
Break-even: 28.10
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 5.41%
Delta: -0.61
Theta: 0.00
Omega: -4.52
Rho: -0.10
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.28%
1 Month  
+16.13%
3 Months
  -47.06%
YTD
  -26.53%
1 Year
  -54.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.380
1M High / 1M Low: 0.450 0.320
6M High / 6M Low: 0.760 0.310
High (YTD): 26/03/2024 0.760
Low (YTD): 07/06/2024 0.310
52W High: 01/11/2023 0.820
52W Low: 07/06/2024 0.310
Avg. price 1W:   0.408
Avg. volume 1W:   0.000
Avg. price 1M:   0.395
Avg. volume 1M:   0.000
Avg. price 6M:   0.551
Avg. volume 6M:   0.000
Avg. price 1Y:   0.564
Avg. volume 1Y:   0.000
Volatility 1M:   81.84%
Volatility 6M:   88.53%
Volatility 1Y:   83.06%
Volatility 3Y:   -