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: |
|
- |
