OverviewChartNewsTraderScreen

BNP Paribas Put 45 BAC 20.12.2024/  DE000PE84ZT6  /

Frankfurt Zert./BNP
28/06/2024  21:50:43 Chg.-0.040 Bid21:59:56 Ask21:59:56 Underlying Strike price Expiration date Option type
0.460EUR -8.00% 0.460
Bid Size: 49,000		 0.470
Ask Size: 49,000		 VERIZON COMM. INC. D... 45.00 - 20/12/2024 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: 20/12/2024
Issue date: 14/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.19
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.65
Implied volatility: -
Historic volatility: 0.22
Parity: 0.65
Time value: -0.18
Break-even: 40.30
Moneyness: 1.17
Premium: -0.05
Premium p.a.: -0.10
Spread abs.: 0.01
Spread %: 2.17%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.500
High: 0.500
Low: 0.440
Previous Close: 0.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.81%
1 Month
  -25.81%
3 Months     0.00%
YTD
  -41.03%
1 Year
  -47.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.460
1M High / 1M Low: 0.620 0.440
6M High / 6M Low: 0.780 0.420
High (YTD): 11/01/2024 0.740
Low (YTD): 03/04/2024 0.420
52W High: 13/10/2023 1.380
52W Low: 03/04/2024 0.420
Avg. price 1W:   0.476
Avg. volume 1W:   0.000
Avg. price 1M:   0.516
Avg. volume 1M:   0.000
Avg. price 6M:   0.558
Avg. volume 6M:   0.000
Avg. price 1Y:   0.799
Avg. volume 1Y:   0.000
Volatility 1M:   103.27%
Volatility 6M:   99.26%
Volatility 1Y:   83.88%
Volatility 3Y:   -