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BNP Paribas Put 38 BAC 20.12.2024/  DE000PE84ZQ2  /

Frankfurt Zert./BNP
07/11/2024  15:50:40 Chg.+0.004 Bid15:58:40 Ask15:58:40 Underlying Strike price Expiration date Option type
0.018EUR +28.57% 0.018
Bid Size: 100,000		 0.091
Ask Size: 100,000		 VERIZON COMM. INC. D... 38.00 - 20/12/2024 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: 20/12/2024
Issue date: 14/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -42.15
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -0.04
Time value: 0.09
Break-even: 37.09
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.32
Spread abs.: 0.08
Spread %: 506.67%
Delta: -0.42
Theta: -0.01
Omega: -17.57
Rho: -0.02
 

Quote data

Open: 0.013
High: 0.018
Low: 0.013
Previous Close: 0.014
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month
  -18.18%
3 Months
  -85.00%
YTD
  -94.71%
1 Year
  -95.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.023 0.014
1M High / 1M Low: 0.023 0.010
6M High / 6M Low: 0.190 0.010
High (YTD): 11/01/2024 0.310
Low (YTD): 23/10/2024 0.010
52W High: 09/11/2023 0.450
52W Low: 23/10/2024 0.010
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.084
Avg. volume 6M:   0.000
Avg. price 1Y:   0.165
Avg. volume 1Y:   0.000
Volatility 1M:   436.32%
Volatility 6M:   303.34%
Volatility 1Y:   231.67%
Volatility 3Y:   -