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BNP Paribas Put 42 BAC 20.12.2024/  DE000PE84ZS8  /

Frankfurt Zert./BNP
2024-07-24  9:50:30 PM Chg.-0.040 Bid2024-07-24 Ask2024-07-24 Underlying Strike price Expiration date Option type
0.300EUR -11.76% 0.300
Bid Size: 50,000		 0.310
Ask Size: 50,000		 VERIZON COMM. INC. D... 42.00 - 2024-12-20 Put
 

Master data

WKN: PE84ZS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 42.00 -
Maturity: 2024-12-20
Issue date: 2023-02-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.96
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.62
Implied volatility: -
Historic volatility: 0.20
Parity: 0.62
Time value: -0.26
Break-even: 38.40
Moneyness: 1.17
Premium: -0.07
Premium p.a.: -0.17
Spread abs.: 0.01
Spread %: 2.86%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.360
High: 0.360
Low: 0.300
Previous Close: 0.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+57.89%
1 Month  
+7.14%
3 Months
  -21.05%
YTD
  -47.37%
1 Year
  -63.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.190
1M High / 1M Low: 0.350 0.190
6M High / 6M Low: 0.450 0.190
High (YTD): 2024-01-11 0.540
Low (YTD): 2024-07-17 0.190
52W High: 2023-10-13 1.120
52W Low: 2024-07-17 0.190
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.260
Avg. volume 1M:   0.000
Avg. price 6M:   0.340
Avg. volume 6M:   0.000
Avg. price 1Y:   0.556
Avg. volume 1Y:   0.000
Volatility 1M:   254.59%
Volatility 6M:   144.40%
Volatility 1Y:   119.38%
Volatility 3Y:   -