BNP Paribas Put 68 HEN3 20.12.202.../  DE000PE80793  /

EUWAX
7/25/2024  9:24:50 AM Chg.+0.005 Bid5:44:40 PM Ask5:44:40 PM Underlying Strike price Expiration date Option type
0.053EUR +10.42% 0.068
Bid Size: 10,000
0.086
Ask Size: 10,000
HENKEL AG+CO.KGAA VZ... 68.00 - 12/20/2024 Put
 

Master data

WKN: PE8079
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Put
Strike price: 68.00 -
Maturity: 12/20/2024
Issue date: 2/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -115.15
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.16
Parity: -1.38
Time value: 0.07
Break-even: 67.29
Moneyness: 0.83
Premium: 0.18
Premium p.a.: 0.49
Spread abs.: 0.02
Spread %: 33.96%
Delta: -0.10
Theta: -0.01
Omega: -11.70
Rho: -0.04
 

Quote data

Open: 0.053
High: 0.053
Low: 0.053
Previous Close: 0.048
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.47%
1 Month
  -19.70%
3 Months
  -76.96%
YTD
  -83.44%
1 Year
  -88.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.038
1M High / 1M Low: 0.074 0.038
6M High / 6M Low: 0.390 0.038
High (YTD): 2/29/2024 0.390
Low (YTD): 7/18/2024 0.038
52W High: 10/20/2023 0.590
52W Low: 7/18/2024 0.038
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   0.188
Avg. volume 6M:   0.000
Avg. price 1Y:   0.309
Avg. volume 1Y:   0.000
Volatility 1M:   162.87%
Volatility 6M:   159.11%
Volatility 1Y:   125.81%
Volatility 3Y:   -