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BNP Paribas Put 42 BAC 20.12.2024/  DE000PE84ZS8  /

Frankfurt Zert./BNP
10/4/2024  3:35:28 PM Chg.+0.021 Bid3:46:02 PM Ask3:46:02 PM Underlying Strike price Expiration date Option type
0.100EUR +26.58% 0.090
Bid Size: 50,000		 0.100
Ask Size: 50,000		 VERIZON COMM. INC. D... 42.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/14/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -44.33
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.17
Implied volatility: -
Historic volatility: 0.20
Parity: 0.17
Time value: -0.07
Break-even: 41.09
Moneyness: 1.04
Premium: -0.02
Premium p.a.: -0.08
Spread abs.: 0.01
Spread %: 18.18%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.076
High: 0.100
Low: 0.073
Previous Close: 0.079
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+44.93%
1 Month
  -50.00%
3 Months
  -60.00%
YTD
  -82.46%
1 Year
  -90.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.079 0.066
1M High / 1M Low: 0.210 0.065
6M High / 6M Low: 0.450 0.065
High (YTD): 1/11/2024 0.540
Low (YTD): 9/26/2024 0.065
52W High: 10/13/2023 1.120
52W Low: 9/26/2024 0.065
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.266
Avg. volume 6M:   0.000
Avg. price 1Y:   0.410
Avg. volume 1Y:   0.000
Volatility 1M:   206.39%
Volatility 6M:   183.79%
Volatility 1Y:   147.14%
Volatility 3Y:   -