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BNP Paribas Put 72 HEN3 20.12.202.../  DE000PE808B2  /

EUWAX
7/25/2024  9:24:53 AM Chg.+0.005 Bid5:37:01 PM Ask5:37:01 PM Underlying Strike price Expiration date Option type
0.090EUR +5.88% 0.120
Bid Size: 10,000		 0.140
Ask Size: 10,000		 HENKEL AG+CO.KGAA VZ... 72.00 - 12/20/2024 Put
 

Master data

WKN: PE808B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Put
Strike price: 72.00 -
Maturity: 12/20/2024
Issue date: 2/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -74.33
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.16
Parity: -0.98
Time value: 0.11
Break-even: 70.90
Moneyness: 0.88
Premium: 0.13
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 22.22%
Delta: -0.16
Theta: -0.01
Omega: -11.67
Rho: -0.06
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.085
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.33%
1 Month
  -18.18%
3 Months
  -75.00%
YTD
  -80.43%
1 Year
  -85.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.085 0.067
1M High / 1M Low: 0.120 0.067
6M High / 6M Low: 0.600 0.067
High (YTD): 3/4/2024 0.600
Low (YTD): 7/18/2024 0.067
52W High: 10/20/2023 0.810
52W Low: 7/18/2024 0.067
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   0.293
Avg. volume 6M:   0.000
Avg. price 1Y:   0.447
Avg. volume 1Y:   0.000
Volatility 1M:   148.99%
Volatility 6M:   158.89%
Volatility 1Y:   124.21%
Volatility 3Y:   -