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BNP Paribas Put 35 BAC 20.12.2024/  DE000PE84ZP4  /

Frankfurt Zert./BNP
2024-07-25  5:35:12 PM Chg.-0.007 Bid5:36:31 PM Ask5:36:31 PM Underlying Strike price Expiration date Option type
0.040EUR -14.89% 0.040
Bid Size: 100,000		 0.091
Ask Size: 100,000		 VERIZON COMM. INC. D... 35.00 - 2024-12-20 Put
 

Master data

WKN: PE84ZP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 35.00 -
Maturity: 2024-12-20
Issue date: 2023-02-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -40.22
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.20
Parity: -0.16
Time value: 0.09
Break-even: 34.09
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.18
Spread abs.: 0.04
Spread %: 89.58%
Delta: -0.30
Theta: 0.00
Omega: -11.87
Rho: -0.05
 

Quote data

Open: 0.049
High: 0.049
Low: 0.036
Previous Close: 0.047
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month
  -25.93%
3 Months
  -63.64%
YTD
  -81.82%
1 Year
  -89.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.032
1M High / 1M Low: 0.059 0.031
6M High / 6M Low: 0.140 0.031
High (YTD): 2024-01-11 0.200
Low (YTD): 2024-07-17 0.031
52W High: 2023-10-13 0.590
52W Low: 2024-07-17 0.031
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   0.088
Avg. volume 6M:   0.000
Avg. price 1Y:   0.221
Avg. volume 1Y:   0.000
Volatility 1M:   287.26%
Volatility 6M:   188.31%
Volatility 1Y:   158.07%
Volatility 3Y:   -