BNP Paribas Put 35 BAC 17.01.2025
/ DE000PE84ZW0
BNP Paribas Put 35 BAC 17.01.2025/ DE000PE84ZW0 /
| 2024-07-25 6:50:30 PM |
Chg.-0.008 |
Bid6:51:01 PM |
Ask6:51:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.055EUR |
-12.70% |
0.055
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: |
-40.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.20 |
| Parity: |
-0.16 |
| Time value: |
0.09 |
| Break-even: |
34.09 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
42.19% |
| Delta: |
-0.29 |
| Theta: |
0.00 |
| Omega: |
-11.68 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.065 |
| High: |
0.065 |
| Low: |
0.050 |
| Previous Close: |
0.063 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.57% |
| 1 Month |
|
|
-22.54% |
| 3 Months |
|
|
-57.69% |
| YTD |
|
|
-77.08% |
| 1 Year |
|
|
-86.59% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.078 |
0.046 |
| 1M High / 1M Low: |
0.078 |
0.043 |
| 6M High / 6M Low: |
0.160 |
0.043 |
| High (YTD): |
2024-01-11 |
0.220 |
| Low (YTD): |
2024-07-17 |
0.043 |
| 52W High: |
2023-10-13 |
0.610 |
| 52W Low: |
2024-07-17 |
0.043 |
| Avg. price 1W: |
|
0.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.061 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.107 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.242 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
259.66% |
| Volatility 6M: |
|
165.19% |
| Volatility 1Y: |
|
140.97% |
| Volatility 3Y: |
|
- |
