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BNP Paribas Put 45 BAC 20.12.2024/  DE000PE84ZT6  /

Frankfurt Zert./BNP
2024-10-15  5:50:44 PM Chg.-0.040 Bid2024-10-15 Ask2024-10-15 Underlying Strike price Expiration date Option type
0.180EUR -18.18% 0.180
Bid Size: 100,000		 0.190
Ask Size: 100,000		 VERIZON COMM. INC. D... 45.00 - 2024-12-20 Put
 

Master data

WKN: PE84ZT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 2024-12-20
Issue date: 2023-02-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -17.21
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.54
Implied volatility: -
Historic volatility: 0.20
Parity: 0.54
Time value: -0.31
Break-even: 42.70
Moneyness: 1.14
Premium: -0.08
Premium p.a.: -0.36
Spread abs.: 0.01
Spread %: 4.55%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.220
High: 0.220
Low: 0.180
Previous Close: 0.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -14.29%
3 Months
  -60.00%
YTD
  -76.92%
1 Year
  -86.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.210
1M High / 1M Low: 0.240 0.160
6M High / 6M Low: 0.660 0.160
High (YTD): 2024-01-11 0.740
Low (YTD): 2024-10-01 0.160
52W High: 2023-10-18 1.350
52W Low: 2024-10-01 0.160
Avg. price 1W:   0.226
Avg. volume 1W:   0.000
Avg. price 1M:   0.203
Avg. volume 1M:   0.000
Avg. price 6M:   0.436
Avg. volume 6M:   173.077
Avg. price 1Y:   0.570
Avg. volume 1Y:   88.235
Volatility 1M:   158.23%
Volatility 6M:   151.64%
Volatility 1Y:   123.04%
Volatility 3Y:   -