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BNP Paribas Put 38 BAC 17.01.2025/  DE000PE84ZX8  /

EUWAX
2024-11-12  8:13:31 AM Chg.+0.002 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.045EUR +4.65% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 38.00 - 2025-01-17 Put
 

Master data

WKN: PE84ZX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 38.00 -
Maturity: 2025-01-17
Issue date: 2023-02-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -41.68
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.01
Implied volatility: 0.15
Historic volatility: 0.19
Parity: 0.01
Time value: 0.08
Break-even: 37.09
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.05
Spread %: 102.22%
Delta: -0.46
Theta: -0.01
Omega: -19.37
Rho: -0.03
 

Quote data

Open: 0.045
High: 0.045
Low: 0.045
Previous Close: 0.043
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.16%
1 Month  
+21.62%
3 Months
  -62.50%
YTD
  -87.50%
1 Year
  -90.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.051 0.035
1M High / 1M Low: 0.051 0.020
6M High / 6M Low: 0.220 0.020
High (YTD): 2024-01-02 0.320
Low (YTD): 2024-10-22 0.020
52W High: 2023-11-13 0.460
52W Low: 2024-10-22 0.020
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.103
Avg. volume 6M:   0.000
Avg. price 1Y:   0.183
Avg. volume 1Y:   8.251
Volatility 1M:   511.14%
Volatility 6M:   267.22%
Volatility 1Y:   206.34%
Volatility 3Y:   -