OverviewChartNewsTraderScreen

BNP Paribas Put 70 BNR 20.12.2024/  DE000PE8ZGB1  /

EUWAX
10/8/2024  9:20:38 AM Chg.+0.060 Bid10:43:01 AM Ask10:43:01 AM Underlying Strike price Expiration date Option type
0.580EUR +11.54% 0.620
Bid Size: 19,600		 0.630
Ask Size: 19,600		 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: -11.99
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.41
Implied volatility: 0.28
Historic volatility: 0.21
Parity: 0.41
Time value: 0.14
Break-even: 64.50
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 3.77%
Delta: -0.64
Theta: -0.02
Omega: -7.68
Rho: -0.10
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.82%
1 Month
  -9.38%
3 Months
  -20.55%
YTD  
+114.81%
1 Year
  -7.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.440
1M High / 1M Low: 0.860 0.420
6M High / 6M Low: 0.860 0.310
High (YTD): 9/25/2024 0.860
Low (YTD): 3/1/2024 0.200
52W High: 9/25/2024 0.860
52W Low: 3/1/2024 0.200
Avg. price 1W:   0.480
Avg. volume 1W:   0.000
Avg. price 1M:   0.617
Avg. volume 1M:   0.000
Avg. price 6M:   0.592
Avg. volume 6M:   0.000
Avg. price 1Y:   0.499
Avg. volume 1Y:   0.000
Volatility 1M:   278.47%
Volatility 6M:   169.07%
Volatility 1Y:   135.21%
Volatility 3Y:   -