BNP Paribas Put 60 NAQ 20.12.2024/  DE000PE89H38  /

EUWAX
10/18/2024  8:46:36 AM Chg.-0.004 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.022EUR -15.38% -
Bid Size: -
-
Ask Size: -
NASDAQ INC. DL... 60.00 - 12/20/2024 Put
 

Master data

WKN: PE89H3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ INC. DL -,01
Type: Warrant
Option type: Put
Strike price: 60.00 -
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: 0.37
Historic volatility: 0.18
Parity: -0.89
Time value: 0.09
Break-even: 59.09
Moneyness: 0.87
Premium: 0.14
Premium p.a.: 1.19
Spread abs.: 0.07
Spread %: 355.00%
Delta: -0.15
Theta: -0.02
Omega: -11.68
Rho: -0.02
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.026
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.59%
1 Month
  -38.89%
3 Months
  -89.52%
YTD
  -95.77%
1 Year
  -97.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.036 0.022
1M High / 1M Low: 0.046 0.022
6M High / 6M Low: 0.420 0.022
High (YTD): 2/21/2024 0.640
Low (YTD): 10/18/2024 0.022
52W High: 10/27/2023 1.200
52W Low: 10/18/2024 0.022
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.202
Avg. volume 6M:   0.000
Avg. price 1Y:   0.404
Avg. volume 1Y:   10.706
Volatility 1M:   165.99%
Volatility 6M:   191.23%
Volatility 1Y:   147.85%
Volatility 3Y:   -