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BNP Paribas Put 45 BAC 20.12.2024/  DE000PE84ZT6  /

EUWAX
2024-07-05  8:11:19 AM Chg.-0.040 Bid11:16:21 AM Ask11:16:21 AM Underlying Strike price Expiration date Option type
0.430EUR -8.51% 0.460
Bid Size: 25,000		 0.470
Ask Size: 25,000		 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: -8.27
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.70
Implied volatility: -
Historic volatility: 0.22
Parity: 0.70
Time value: -0.24
Break-even: 40.40
Moneyness: 1.18
Premium: -0.06
Premium p.a.: -0.13
Spread abs.: 0.03
Spread %: 6.98%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.00%
1 Month     0.00%
3 Months
  -2.27%
YTD
  -44.87%
1 Year
  -48.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.430
1M High / 1M Low: 0.600 0.430
6M High / 6M Low: 0.690 0.410
High (YTD): 2024-01-02 0.700
Low (YTD): 2024-04-04 0.410
52W High: 2023-10-12 1.380
52W Low: 2024-04-04 0.410
Avg. price 1W:   0.464
Avg. volume 1W:   0.000
Avg. price 1M:   0.502
Avg. volume 1M:   0.000
Avg. price 6M:   0.549
Avg. volume 6M:   0.000
Avg. price 1Y:   0.792
Avg. volume 1Y:   0.000
Volatility 1M:   96.42%
Volatility 6M:   104.13%
Volatility 1Y:   87.27%
Volatility 3Y:   -