BNP Paribas Put 42 BAC 17.01.2025
/ DE000PE84ZZ3
BNP Paribas Put 42 BAC 17.01.2025/ DE000PE84ZZ3 /
13/09/2024 08:13:58 |
Chg.+0.010 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
+7.14% |
- Bid Size: - |
- Ask Size: - |
VERIZON COMM. INC. D... |
42.00 - |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
14/02/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-28.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.19 |
Implied volatility: |
- |
Historic volatility: |
0.20 |
Parity: |
0.19 |
Time value: |
-0.05 |
Break-even: |
40.60 |
Moneyness: |
1.05 |
Premium: |
-0.01 |
Premium p.a.: |
-0.04 |
Spread abs.: |
0.02 |
Spread %: |
16.67% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-34.78% |
1 Month |
|
|
-44.44% |
3 Months |
|
|
-61.54% |
YTD |
|
|
-74.58% |
1 Year |
|
|
-82.76% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.140 |
1M High / 1M Low: |
0.300 |
0.140 |
6M High / 6M Low: |
0.470 |
0.140 |
High (YTD): |
02/01/2024 |
0.530 |
Low (YTD): |
12/09/2024 |
0.140 |
52W High: |
12/10/2023 |
1.130 |
52W Low: |
12/09/2024 |
0.140 |
Avg. price 1W: |
|
0.174 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.221 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.327 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.484 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
190.30% |
Volatility 6M: |
|
155.59% |
Volatility 1Y: |
|
125.21% |
Volatility 3Y: |
|
- |