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BNP Paribas Put 115 BEI 20.12.202.../  DE000PE85PS6  /

Frankfurt Zert./BNP
2024-05-31  9:50:27 PM Chg.-0.010 Bid9:56:38 PM Ask9:56:38 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.110
Bid Size: 11,800		 0.130
Ask Size: 11,800		 BEIERSDORF AG O.N. 115.00 - 2024-12-20 Put
 

Master data

WKN: PE85PS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Put
Strike price: 115.00 -
Maturity: 2024-12-20
Issue date: 2023-02-15
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -111.04
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.14
Parity: -2.94
Time value: 0.13
Break-even: 113.70
Moneyness: 0.80
Premium: 0.21
Premium p.a.: 0.42
Spread abs.: 0.02
Spread %: 18.18%
Delta: -0.09
Theta: -0.01
Omega: -9.95
Rho: -0.08
 

Quote data

Open: 0.120
High: 0.120
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -26.67%
3 Months
  -54.17%
YTD
  -63.33%
1 Year
  -86.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.150 0.090
6M High / 6M Low: 0.360 0.090
High (YTD): 2024-01-24 0.320
Low (YTD): 2024-05-22 0.090
52W High: 2023-07-20 0.930
52W Low: 2024-05-22 0.090
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   0.233
Avg. volume 6M:   0.000
Avg. price 1Y:   0.458
Avg. volume 1Y:   0.000
Volatility 1M:   116.53%
Volatility 6M:   105.69%
Volatility 1Y:   92.67%
Volatility 3Y:   -