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BNP Paribas Put 38 BAC 17.01.2025/  DE000PE84ZX8  /

EUWAX
12/11/2024  08:13:31 Chg.+0.002 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.045EUR +4.65% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 38.00 - 17/01/2025 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: 17/01/2025
Issue date: 14/02/2023
Last trading day: 16/01/2025
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
  -11.76%
1 Month  
+21.62%
3 Months
  -65.38%
YTD
  -87.50%
1 Year
  -90.22%
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): 02/01/2024 0.320
Low (YTD): 22/10/2024 0.020
52W High: 13/11/2023 0.460
52W Low: 22/10/2024 0.020
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.102
Avg. volume 6M:   0.000
Avg. price 1Y:   0.182
Avg. volume 1Y:   8.219
Volatility 1M:   498.20%
Volatility 6M:   266.27%
Volatility 1Y:   206.00%
Volatility 3Y:   -