BNP Paribas Put 45 BAC 20.12.2024
/ DE000PE84ZT6
BNP Paribas Put 45 BAC 20.12.2024/ DE000PE84ZT6 /
11/7/2024 1:07:39 PM |
Chg.-0.050 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
-12.82% |
- Bid Size: - |
- Ask Size: - |
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: |
-10.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.66 |
Intrinsic value: |
0.66 |
Implied volatility: |
- |
Historic volatility: |
0.19 |
Parity: |
0.66 |
Time value: |
-0.29 |
Break-even: |
41.30 |
Moneyness: |
1.17 |
Premium: |
-0.08 |
Premium p.a.: |
-0.49 |
Spread abs.: |
0.01 |
Spread %: |
2.78% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.350 |
High: |
0.350 |
Low: |
0.340 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.93% |
1 Month |
|
|
+54.55% |
3 Months |
|
|
-30.61% |
YTD |
|
|
-56.41% |
1 Year |
|
|
-63.83% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.270 |
1M High / 1M Low: |
0.390 |
0.170 |
6M High / 6M Low: |
0.630 |
0.160 |
High (YTD): |
1/2/2024 |
0.700 |
Low (YTD): |
9/30/2024 |
0.160 |
52W High: |
11/9/2023 |
0.950 |
52W Low: |
9/30/2024 |
0.160 |
Avg. price 1W: |
|
0.338 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.260 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.397 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.514 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
361.93% |
Volatility 6M: |
|
196.61% |
Volatility 1Y: |
|
153.53% |
Volatility 3Y: |
|
- |