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BNP Paribas Put 40 BAC 20.12.2024/  DE000PE84ZR0  /

EUWAX
9/26/2024  8:12:51 AM Chg.-0.002 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.036EUR -5.26% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 40.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/14/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -43.99
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.20
Parity: 0.00
Time value: 0.09
Break-even: 39.09
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.05
Spread %: 133.33%
Delta: -0.44
Theta: 0.00
Omega: -19.20
Rho: -0.04
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.038
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.77%
1 Month
  -67.27%
3 Months
  -81.05%
YTD
  -92.00%
1 Year
  -95.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.052 0.036
1M High / 1M Low: 0.120 0.036
6M High / 6M Low: 0.330 0.036
High (YTD): 1/2/2024 0.390
Low (YTD): 9/26/2024 0.036
52W High: 10/12/2023 0.950
52W Low: 9/26/2024 0.036
Avg. price 1W:   0.043
Avg. volume 1W:   0.000
Avg. price 1M:   0.074
Avg. volume 1M:   0.000
Avg. price 6M:   0.184
Avg. volume 6M:   0.000
Avg. price 1Y:   0.323
Avg. volume 1Y:   0.000
Volatility 1M:   223.25%
Volatility 6M:   203.80%
Volatility 1Y:   159.70%
Volatility 3Y:   -