BNP Paribas Put 42 BAC 20.12.2024/  DE000PE84ZS8  /

EUWAX
2024-07-25  8:11:07 AM Chg.-0.050 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.310EUR -13.89% -
Bid Size: -
-
Ask Size: -
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: -11.81
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.54
Implied volatility: -
Historic volatility: 0.20
Parity: 0.54
Time value: -0.23
Break-even: 38.90
Moneyness: 1.15
Premium: -0.06
Premium p.a.: -0.15
Spread abs.: 0.01
Spread %: 3.33%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+55.00%
1 Month  
+10.71%
3 Months
  -22.50%
YTD
  -45.61%
1 Year
  -61.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.200
1M High / 1M Low: 0.360 0.190
6M High / 6M Low: 0.450 0.190
High (YTD): 2024-01-02 0.500
Low (YTD): 2024-07-18 0.190
52W High: 2023-10-12 1.120
52W Low: 2024-07-18 0.190
Avg. price 1W:   0.282
Avg. volume 1W:   0.000
Avg. price 1M:   0.258
Avg. volume 1M:   0.000
Avg. price 6M:   0.338
Avg. volume 6M:   0.000
Avg. price 1Y:   0.551
Avg. volume 1Y:   0.000
Volatility 1M:   256.87%
Volatility 6M:   152.98%
Volatility 1Y:   121.37%
Volatility 3Y:   -