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BNP Paribas Put 65 NAQ 20.12.2024/  DE000PE89H46  /

EUWAX
9/27/2024  8:33:55 AM Chg.+0.006 Bid6:01:52 PM Ask6:01:52 PM Underlying Strike price Expiration date Option type
0.078EUR +8.33% 0.087
Bid Size: 48,600		 0.097
Ask Size: 48,600		 NASDAQ INC. DL... 65.00 - 12/20/2024 Put
 

Master data

WKN: PE89H4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ INC. DL -,01
Type: Warrant
Option type: Put
Strike price: 65.00 -
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -64.92
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.01
Implied volatility: 0.10
Historic volatility: 0.18
Parity: 0.01
Time value: 0.09
Break-even: 64.00
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 35.14%
Delta: -0.43
Theta: 0.00
Omega: -28.23
Rho: -0.07
 

Quote data

Open: 0.078
High: 0.078
Low: 0.078
Previous Close: 0.072
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.86%
1 Month
  -35.00%
3 Months
  -87.00%
YTD
  -89.87%
1 Year
  -95.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.072 0.064
1M High / 1M Low: 0.130 0.064
6M High / 6M Low: 0.710 0.064
High (YTD): 2/21/2024 0.970
Low (YTD): 9/24/2024 0.064
52W High: 10/3/2023 1.720
52W Low: 9/24/2024 0.064
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.425
Avg. volume 6M:   0.000
Avg. price 1Y:   0.722
Avg. volume 1Y:   0.000
Volatility 1M:   211.66%
Volatility 6M:   171.39%
Volatility 1Y:   132.29%
Volatility 3Y:   -