OverviewChartNewsTraderScreen

BNP Paribas Put 40 BAC 20.12.2024/  DE000PE84ZR0  /

Frankfurt Zert./BNP
2024-07-25  5:35:12 PM Chg.-0.020 Bid2024-07-25 Ask2024-07-25 Underlying Strike price Expiration date Option type
0.170EUR -10.53% 0.170
Bid Size: 100,000		 0.180
Ask Size: 100,000		 VERIZON COMM. INC. D... 40.00 - 2024-12-20 Put
 

Master data

WKN: PE84ZR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 2024-12-20
Issue date: 2023-02-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -17.43
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.34
Implied volatility: -
Historic volatility: 0.20
Parity: 0.34
Time value: -0.13
Break-even: 37.90
Moneyness: 1.09
Premium: -0.04
Premium p.a.: -0.09
Spread abs.: 0.01
Spread %: 5.00%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.200
High: 0.200
Low: 0.150
Previous Close: 0.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+30.77%
1 Month
  -10.53%
3 Months
  -39.29%
YTD
  -62.22%
1 Year
  -74.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.130
1M High / 1M Low: 0.230 0.120
6M High / 6M Low: 0.330 0.120
High (YTD): 2024-01-11 0.420
Low (YTD): 2024-07-17 0.120
52W High: 2023-10-13 0.950
52W Low: 2024-07-17 0.120
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.169
Avg. volume 1M:   0.000
Avg. price 6M:   0.241
Avg. volume 6M:   0.000
Avg. price 1Y:   0.437
Avg. volume 1Y:   0.000
Volatility 1M:   270.19%
Volatility 6M:   157.63%
Volatility 1Y:   131.40%
Volatility 3Y:   -