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BNP Paribas Put 14 SZU 21.06.2024/  DE000PE87S94  /

EUWAX
2024-05-30  6:09:50 PM Chg.-0.090 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.320EUR -21.95% -
Bid Size: -		 -
Ask Size: -		 SUEDZUCKER AG O.N. 14.00 - 2024-06-21 Put
 

Master data

WKN: PE87S9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SUEDZUCKER AG O.N.
Type: Warrant
Option type: Put
Strike price: 14.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -30.60
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.23
Implied volatility: 0.25
Historic volatility: 0.21
Parity: 0.23
Time value: 0.22
Break-even: 13.55
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.30
Spread abs.: 0.03
Spread %: 7.14%
Delta: -0.58
Theta: -0.01
Omega: -17.73
Rho: -0.01
 

Quote data

Open: 0.440
High: 0.440
Low: 0.320
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.95%
1 Month
  -58.97%
3 Months
  -73.11%
YTD
  -61.90%
1 Year
  -66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.340
1M High / 1M Low: 0.780 0.300
6M High / 6M Low: 1.660 0.300
High (YTD): 2024-03-19 1.660
Low (YTD): 2024-05-21 0.300
52W High: 2024-03-19 1.660
52W Low: 2024-05-21 0.300
Avg. price 1W:   0.372
Avg. volume 1W:   0.000
Avg. price 1M:   0.542
Avg. volume 1M:   0.000
Avg. price 6M:   1.035
Avg. volume 6M:   0.000
Avg. price 1Y:   0.980
Avg. volume 1Y:   39.063
Volatility 1M:   222.23%
Volatility 6M:   155.13%
Volatility 1Y:   137.11%
Volatility 3Y:   -