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BNP Paribas Put 45 BAC 20.12.2024/  DE000PE84ZT6  /

Frankfurt Zert./BNP
7/12/2024  9:50:36 AM Chg.0.000 Bid9:55:10 AM Ask9:55:10 AM Underlying Strike price Expiration date Option type
0.410EUR 0.00% 0.410
Bid Size: 12,500		 0.420
Ask Size: 12,500		 VERIZON COMM. INC. D... 45.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/14/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.82
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.71
Implied volatility: -
Historic volatility: 0.21
Parity: 0.71
Time value: -0.28
Break-even: 40.70
Moneyness: 1.19
Premium: -0.07
Premium p.a.: -0.16
Spread abs.: 0.01
Spread %: 2.38%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.87%
1 Month
  -28.07%
3 Months
  -30.51%
YTD
  -47.44%
1 Year
  -57.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.410
1M High / 1M Low: 0.600 0.410
6M High / 6M Low: 0.690 0.410
High (YTD): 1/11/2024 0.740
Low (YTD): 7/11/2024 0.410
52W High: 10/13/2023 1.380
52W Low: 7/11/2024 0.410
Avg. price 1W:   0.438
Avg. volume 1W:   4,500
Avg. price 1M:   0.494
Avg. volume 1M:   1,022.727
Avg. price 6M:   0.542
Avg. volume 6M:   177.165
Avg. price 1Y:   0.783
Avg. volume 1Y:   87.891
Volatility 1M:   87.73%
Volatility 6M:   98.57%
Volatility 1Y:   85.10%
Volatility 3Y:   -