BNP Paribas Put 48 BAC 17.01.2025
/ DE000PE84Z15
BNP Paribas Put 48 BAC 17.01.2025/ DE000PE84Z15 /
7/11/2024 9:50:23 PM |
Chg.-0.020 |
Bid9:56:32 PM |
Ask9:56:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
-2.94% |
0.650 Bid Size: 45,000 |
0.660 Ask Size: 45,000 |
VERIZON COMM. INC. D... |
48.00 - |
1/17/2025 |
Put |
Master data
WKN: |
PE84Z1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VERIZON COMM. INC. DL-,10 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
48.00 - |
Maturity: |
1/17/2025 |
Issue date: |
2/14/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.01 |
Intrinsic value: |
1.01 |
Implied volatility: |
- |
Historic volatility: |
0.21 |
Parity: |
1.01 |
Time value: |
-0.33 |
Break-even: |
41.20 |
Moneyness: |
1.27 |
Premium: |
-0.09 |
Premium p.a.: |
-0.16 |
Spread abs.: |
0.01 |
Spread %: |
1.49% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.670 |
High: |
0.680 |
Low: |
0.650 |
Previous Close: |
0.680 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.94% |
1 Month |
|
|
-15.38% |
3 Months |
|
|
-15.38% |
YTD |
|
|
-36.54% |
1 Year |
|
|
-45.90% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.680 |
1M High / 1M Low: |
0.860 |
0.670 |
6M High / 6M Low: |
0.990 |
0.640 |
High (YTD): |
1/11/2024 |
0.990 |
Low (YTD): |
4/3/2024 |
0.640 |
52W High: |
10/13/2023 |
1.650 |
52W Low: |
4/3/2024 |
0.640 |
Avg. price 1W: |
|
0.692 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.752 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.784 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.033 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
71.11% |
Volatility 6M: |
|
79.37% |
Volatility 1Y: |
|
69.78% |
Volatility 3Y: |
|
- |