BNP Paribas Put 38 BAC 20.12.2024/  DE000PE84ZQ2  /

Frankfurt Zert./BNP
2024-07-25  7:50:23 PM Chg.-0.010 Bid2024-07-25 Ask2024-07-25 Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.110
Bid Size: 100,000
0.120
Ask Size: 100,000
VERIZON COMM. INC. D... 38.00 - 2024-12-20 Put
 

Master data

WKN: PE84ZQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 38.00 -
Maturity: 2024-12-20
Issue date: 2023-02-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -28.16
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.14
Implied volatility: -
Historic volatility: 0.20
Parity: 0.14
Time value: -0.01
Break-even: 36.70
Moneyness: 1.04
Premium: 0.00
Premium p.a.: -0.01
Spread abs.: 0.01
Spread %: 8.33%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.120
High: 0.120
Low: 0.088
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+48.65%
1 Month
  -8.33%
3 Months
  -45.00%
YTD
  -67.65%
1 Year
  -80.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.074
1M High / 1M Low: 0.140 0.071
6M High / 6M Low: 0.240 0.071
High (YTD): 2024-01-11 0.310
Low (YTD): 2024-07-17 0.071
52W High: 2023-10-13 0.800
52W Low: 2024-07-17 0.071
Avg. price 1W:   0.109
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.165
Avg. volume 6M:   0.000
Avg. price 1Y:   0.338
Avg. volume 1Y:   0.000
Volatility 1M:   296.90%
Volatility 6M:   168.66%
Volatility 1Y:   139.37%
Volatility 3Y:   -