BNP Paribas Put 75 HEN3 20.12.202.../  DE000PE808C0  /

EUWAX
8/29/2024  9:22:02 AM Chg.-0.002 Bid12:36:34 PM Ask12:36:34 PM Underlying Strike price Expiration date Option type
0.085EUR -2.30% 0.086
Bid Size: 50,000
0.096
Ask Size: 50,000
HENKEL AG+CO.KGAA VZ... 75.00 - 12/20/2024 Put
 

Master data

WKN: PE808C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Put
Strike price: 75.00 -
Maturity: 12/20/2024
Issue date: 2/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -74.45
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.16
Parity: -0.69
Time value: 0.11
Break-even: 73.90
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.35
Spread abs.: 0.02
Spread %: 22.22%
Delta: -0.19
Theta: -0.01
Omega: -14.14
Rho: -0.05
 

Quote data

Open: 0.085
High: 0.085
Low: 0.085
Previous Close: 0.087
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.62%
1 Month
  -46.88%
3 Months
  -50.00%
YTD
  -86.07%
1 Year
  -88.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.087
1M High / 1M Low: 0.280 0.087
6M High / 6M Low: 0.810 0.087
High (YTD): 3/4/2024 0.810
Low (YTD): 8/28/2024 0.087
52W High: 10/20/2023 1.010
52W Low: 8/28/2024 0.087
Avg. price 1W:   0.109
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   0.300
Avg. volume 6M:   0.000
Avg. price 1Y:   0.525
Avg. volume 1Y:   0.000
Volatility 1M:   181.76%
Volatility 6M:   171.42%
Volatility 1Y:   133.61%
Volatility 3Y:   -