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BNP Paribas Put 32 FRE 20.12.2024/  DE000PE80Z27  /

EUWAX
10/9/2024  9:23:57 AM Chg.- Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.078EUR - -
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: -35.60
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.23
Parity: -0.22
Time value: 0.10
Break-even: 31.04
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.57
Spread abs.: 0.02
Spread %: 33.33%
Delta: -0.29
Theta: -0.01
Omega: -10.15
Rho: -0.02
 

Quote data

Open: 0.078
High: 0.078
Low: 0.078
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.00%
1 Month
  -29.09%
3 Months
  -78.92%
YTD
  -84.08%
1 Year
  -86.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.075
1M High / 1M Low: 0.120 0.069
6M High / 6M Low: 0.680 0.069
High (YTD): 3/26/2024 0.760
Low (YTD): 10/2/2024 0.069
52W High: 11/1/2023 0.820
52W Low: 10/2/2024 0.069
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   0.309
Avg. volume 6M:   0.000
Avg. price 1Y:   0.469
Avg. volume 1Y:   0.000
Volatility 1M:   201.82%
Volatility 6M:   148.65%
Volatility 1Y:   117.89%
Volatility 3Y:   -