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BNP Paribas Put 40 BAC 20.12.2024/  DE000PE84ZR0  /

EUWAX
8/16/2024  8:14:32 AM Chg.+0.030 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.160EUR +23.08% -
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: -20.27
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.35
Implied volatility: -
Historic volatility: 0.20
Parity: 0.35
Time value: -0.17
Break-even: 38.20
Moneyness: 1.10
Premium: -0.05
Premium p.a.: -0.13
Spread abs.: 0.01
Spread %: 5.88%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month  
+14.29%
3 Months
  -30.43%
YTD
  -64.44%
1 Year
  -80.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.230 0.120
6M High / 6M Low: 0.330 0.120
High (YTD): 1/2/2024 0.390
Low (YTD): 7/19/2024 0.120
52W High: 10/12/2023 0.950
52W Low: 7/19/2024 0.120
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.169
Avg. volume 1M:   0.000
Avg. price 6M:   0.229
Avg. volume 6M:   0.000
Avg. price 1Y:   0.398
Avg. volume 1Y:   0.000
Volatility 1M:   297.30%
Volatility 6M:   183.44%
Volatility 1Y:   143.73%
Volatility 3Y:   -