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BNP Paribas Put 35 BAC 17.01.2025/  DE000PE84ZW0  /

Frankfurt Zert./BNP
2024-08-29  8:50:20 PM Chg.+0.001 Bid2024-08-29 Ask2024-08-29 Underlying Strike price Expiration date Option type
0.034EUR +3.03% 0.034
Bid Size: 100,000		 0.091
Ask Size: 100,000		 VERIZON COMM. INC. D... 35.00 - 2025-01-17 Put
 

Master data

WKN: PE84ZW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 35.00 -
Maturity: 2025-01-17
Issue date: 2023-02-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -40.98
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -0.23
Time value: 0.09
Break-even: 34.09
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.24
Spread abs.: 0.06
Spread %: 175.76%
Delta: -0.27
Theta: -0.01
Omega: -10.92
Rho: -0.04
 

Quote data

Open: 0.032
High: 0.035
Low: 0.032
Previous Close: 0.033
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.93%
1 Month
  -42.37%
3 Months
  -71.67%
YTD
  -85.83%
1 Year
  -91.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.043 0.033
1M High / 1M Low: 0.095 0.033
6M High / 6M Low: 0.160 0.033
High (YTD): 2024-01-11 0.220
Low (YTD): 2024-08-28 0.033
52W High: 2023-10-13 0.610
52W Low: 2024-08-28 0.033
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.092
Avg. volume 6M:   0.000
Avg. price 1Y:   0.200
Avg. volume 1Y:   0.000
Volatility 1M:   274.58%
Volatility 6M:   193.00%
Volatility 1Y:   159.86%
Volatility 3Y:   -