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BNP Paribas Put 70 BNR 20.12.2024/  DE000PE8ZGB1  /

EUWAX
9/4/2024  11:12:31 AM Chg.+0.020 Bid11:44:03 AM Ask11:44:03 AM Underlying Strike price Expiration date Option type
0.490EUR +4.26% 0.490
Bid Size: 23,800		 0.500
Ask Size: 23,800		 BRENNTAG SE NA O.N. 70.00 - 12/20/2024 Put
 

Master data

WKN: PE8ZGB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 70.00 -
Maturity: 12/20/2024
Issue date: 2/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -12.89
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.30
Implied volatility: 0.27
Historic volatility: 0.19
Parity: 0.30
Time value: 0.22
Break-even: 64.80
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 4.00%
Delta: -0.56
Theta: -0.01
Omega: -7.22
Rho: -0.13
 

Quote data

Open: 0.460
High: 0.490
Low: 0.460
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.52%
1 Month
  -16.95%
3 Months
  -30.00%
YTD  
+81.48%
1 Year
  -10.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.460
1M High / 1M Low: 0.750 0.460
6M High / 6M Low: 0.780 0.210
High (YTD): 7/1/2024 0.780
Low (YTD): 3/1/2024 0.200
52W High: 10/19/2023 0.830
52W Low: 3/1/2024 0.200
Avg. price 1W:   0.464
Avg. volume 1W:   0.000
Avg. price 1M:   0.628
Avg. volume 1M:   0.000
Avg. price 6M:   0.536
Avg. volume 6M:   0.000
Avg. price 1Y:   0.496
Avg. volume 1Y:   0.000
Volatility 1M:   141.38%
Volatility 6M:   135.96%
Volatility 1Y:   112.76%
Volatility 3Y:   -