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BNP Paribas Put 65 BNR 20.12.2024/  DE000PE8ZGA3  /

EUWAX
10/7/2024  5:05:19 PM Chg.+0.020 Bid5:30:04 PM Ask5:30:04 PM Underlying Strike price Expiration date Option type
0.240EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 BRENNTAG SE NA O.N. 65.00 - 12/20/2024 Put
 

Master data

WKN: PE8ZGA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 65.00 -
Maturity: 12/20/2024
Issue date: 2/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -27.68
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.21
Parity: -0.14
Time value: 0.24
Break-even: 62.60
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 9.09%
Delta: -0.39
Theta: -0.02
Omega: -10.66
Rho: -0.06
 

Quote data

Open: 0.240
High: 0.250
Low: 0.240
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -25.00%
3 Months
  -40.00%
YTD  
+33.33%
1 Year
  -46.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.200
1M High / 1M Low: 0.450 0.190
6M High / 6M Low: 0.460 0.190
High (YTD): 6/28/2024 0.460
Low (YTD): 3/6/2024 0.130
52W High: 10/25/2023 0.590
52W Low: 3/6/2024 0.130
Avg. price 1W:   0.214
Avg. volume 1W:   0.000
Avg. price 1M:   0.305
Avg. volume 1M:   0.000
Avg. price 6M:   0.331
Avg. volume 6M:   0.000
Avg. price 1Y:   0.303
Avg. volume 1Y:   0.000
Volatility 1M:   382.39%
Volatility 6M:   204.48%
Volatility 1Y:   158.30%
Volatility 3Y:   -