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BNP Paribas Put 48 BAC 17.01.2025/  DE000PE84Z15  /

Frankfurt Zert./BNP
10/15/2024  11:20:58 AM Chg.-0.010 Bid10/15/2024 Ask10/15/2024 Underlying Strike price Expiration date Option type
0.460EUR -2.13% 0.460
Bid Size: 42,500		 0.470
Ask Size: 42,500		 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: -8.25
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.84
Implied volatility: -
Historic volatility: 0.20
Parity: 0.84
Time value: -0.36
Break-even: 43.20
Moneyness: 1.21
Premium: -0.09
Premium p.a.: -0.31
Spread abs.: 0.01
Spread %: 2.13%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.470
High: 0.470
Low: 0.460
Previous Close: 0.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+6.98%
3 Months
  -34.29%
YTD
  -55.77%
1 Year
  -72.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.450
1M High / 1M Low: 0.490 0.380
6M High / 6M Low: 0.920 0.380
High (YTD): 1/11/2024 0.990
Low (YTD): 10/1/2024 0.380
52W High: 10/18/2023 1.620
52W Low: 10/1/2024 0.380
Avg. price 1W:   0.472
Avg. volume 1W:   0.000
Avg. price 1M:   0.435
Avg. volume 1M:   0.000
Avg. price 6M:   0.685
Avg. volume 6M:   0.000
Avg. price 1Y:   0.816
Avg. volume 1Y:   0.000
Volatility 1M:   92.33%
Volatility 6M:   104.55%
Volatility 1Y:   89.23%
Volatility 3Y:   -