BNP Paribas Put 42 BAC 17.01.2025
/ DE000PE84ZZ3
BNP Paribas Put 42 BAC 17.01.2025/ DE000PE84ZZ3 /
8/9/2024 8:11:48 AM |
Chg.-0.030 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-9.09% |
- Bid Size: - |
- Ask Size: - |
VERIZON COMM. INC. D... |
42.00 - |
1/17/2025 |
Put |
Master data
WKN: |
PE84ZZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VERIZON COMM. INC. DL-,10 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
42.00 - |
Maturity: |
1/17/2025 |
Issue date: |
2/14/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.47 |
Implied volatility: |
- |
Historic volatility: |
0.20 |
Parity: |
0.47 |
Time value: |
-0.18 |
Break-even: |
39.10 |
Moneyness: |
1.13 |
Premium: |
-0.05 |
Premium p.a.: |
-0.10 |
Spread abs.: |
0.01 |
Spread %: |
3.57% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.300 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.45% |
1 Month |
|
|
+3.45% |
3 Months |
|
|
-21.05% |
YTD |
|
|
-49.15% |
1 Year |
|
|
-68.09% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.300 |
1M High / 1M Low: |
0.390 |
0.220 |
6M High / 6M Low: |
0.470 |
0.220 |
High (YTD): |
1/2/2024 |
0.530 |
Low (YTD): |
7/18/2024 |
0.220 |
52W High: |
10/12/2023 |
1.130 |
52W Low: |
7/18/2024 |
0.220 |
Avg. price 1W: |
|
0.326 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.297 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.364 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.549 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
232.42% |
Volatility 6M: |
|
140.19% |
Volatility 1Y: |
|
113.38% |
Volatility 3Y: |
|
- |