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BNP Paribas Put 60 BNR 20.12.2024/  DE000PE8ZF92  /

EUWAX
2024-07-26  6:16:19 PM Chg.-0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.150EUR -11.76% -
Bid Size: -		 -
Ask Size: -		 BRENNTAG SE NA O.N. 60.00 - 2024-12-20 Put
 

Master data

WKN: PE8ZF9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -38.69
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -0.58
Time value: 0.17
Break-even: 58.30
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 13.33%
Delta: -0.24
Theta: -0.01
Omega: -9.21
Rho: -0.07
 

Quote data

Open: 0.170
High: 0.170
Low: 0.150
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -37.50%
3 Months
  -6.25%
YTD  
+36.36%
1 Year
  -64.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.150
1M High / 1M Low: 0.240 0.150
6M High / 6M Low: 0.240 0.078
High (YTD): 2024-07-01 0.240
Low (YTD): 2024-03-01 0.078
52W High: 2023-08-04 0.520
52W Low: 2024-03-01 0.078
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   0.158
Avg. volume 6M:   0.000
Avg. price 1Y:   0.213
Avg. volume 1Y:   0.000
Volatility 1M:   112.02%
Volatility 6M:   150.86%
Volatility 1Y:   123.38%
Volatility 3Y:   -