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BNP Paribas Put 80 BNR 20.12.2024/  DE000PE8ZGD7  /

Frankfurt Zert./BNP
23/07/2024  21:50:18 Chg.+0.030 Bid21:59:58 Ask21:59:58 Underlying Strike price Expiration date Option type
1.470EUR +2.08% -
Bid Size: -		 -
Ask Size: -		 BRENNTAG SE NA O.N. 80.00 - 20/12/2024 Put
 

Master data

WKN: PE8ZGD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 80.00 -
Maturity: 20/12/2024
Issue date: 10/02/2023
Last trading day: 24/07/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.35
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 1.47
Implied volatility: 0.33
Historic volatility: 0.18
Parity: 1.47
Time value: 0.03
Break-even: 65.00
Moneyness: 1.23
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.03
Spread %: 2.04%
Delta: -0.79
Theta: -0.01
Omega: -3.44
Rho: -0.27
 

Quote data

Open: 1.440
High: 1.480
Low: 1.420
Previous Close: 1.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.08%
1 Month
  -2.65%
3 Months  
+68.97%
YTD  
+153.45%
1 Year  
+1.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.540 1.440
1M High / 1M Low: 1.690 1.440
6M High / 6M Low: 1.690 0.440
High (YTD): 28/06/2024 1.690
Low (YTD): 01/03/2024 0.440
52W High: 28/06/2024 1.690
52W Low: 01/03/2024 0.440
Avg. price 1W:   1.472
Avg. volume 1W:   0.000
Avg. price 1M:   1.597
Avg. volume 1M:   0.000
Avg. price 6M:   1.037
Avg. volume 6M:   0.000
Avg. price 1Y:   1.032
Avg. volume 1Y:   0.000
Volatility 1M:   61.94%
Volatility 6M:   112.12%
Volatility 1Y:   91.49%
Volatility 3Y:   -