BNP Paribas Put 55 NAQ 20.12.2024/  DE000PE89H20  /

Frankfurt Zert./BNP
10/18/2024  9:50:30 PM Chg.-0.001 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.010EUR -9.09% 0.010
Bid Size: 50,000
0.091
Ask Size: 50,000
NASDAQ INC. DL... 55.00 - 12/20/2024 Put
 

Master data

WKN: PE89H2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ INC. DL -,01
Type: Warrant
Option type: Put
Strike price: 55.00 -
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -75.75
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.18
Parity: -1.39
Time value: 0.09
Break-even: 54.09
Moneyness: 0.80
Premium: 0.22
Premium p.a.: 2.15
Spread abs.: 0.08
Spread %: 810.00%
Delta: -0.12
Theta: -0.02
Omega: -8.79
Rho: -0.02
 

Quote data

Open: 0.011
High: 0.012
Low: 0.010
Previous Close: 0.011
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -41.18%
1 Month
  -44.44%
3 Months
  -88.89%
YTD
  -97.06%
1 Year
  -98.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.010
1M High / 1M Low: 0.024 0.010
6M High / 6M Low: 0.230 0.010
High (YTD): 1/5/2024 0.420
Low (YTD): 10/18/2024 0.010
52W High: 10/27/2023 0.870
52W Low: 10/18/2024 0.010
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   0.105
Avg. volume 6M:   0.000
Avg. price 1Y:   0.248
Avg. volume 1Y:   0.000
Volatility 1M:   382.25%
Volatility 6M:   245.65%
Volatility 1Y:   187.77%
Volatility 3Y:   -