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BNP Paribas Put 22 FRE 20.12.2024/  DE000PE80ZW8  /

Frankfurt Zert./BNP
2024-06-20  3:21:11 PM Chg.+0.003 Bid3:21:32 PM Ask3:21:32 PM Underlying Strike price Expiration date Option type
0.040EUR +8.11% 0.039
Bid Size: 100,000		 0.049
Ask Size: 100,000		 FRESENIUS SE+CO.KGAA... 22.00 - 2024-12-20 Put
 

Master data

WKN: PE80ZW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 22.00 -
Maturity: 2024-12-20
Issue date: 2023-02-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -49.16
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -0.65
Time value: 0.06
Break-even: 21.42
Moneyness: 0.77
Premium: 0.25
Premium p.a.: 0.56
Spread abs.: 0.02
Spread %: 56.76%
Delta: -0.13
Theta: 0.00
Omega: -6.32
Rho: -0.02
 

Quote data

Open: 0.037
High: 0.042
Low: 0.036
Previous Close: 0.037
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+42.86%
1 Month
  -18.37%
3 Months
  -66.67%
YTD
  -60.00%
1 Year
  -78.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.037 0.028
1M High / 1M Low: 0.054 0.027
6M High / 6M Low: 0.130 0.027
High (YTD): 2024-03-04 0.130
Low (YTD): 2024-06-06 0.027
52W High: 2023-10-31 0.210
52W Low: 2024-06-06 0.027
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.035
Avg. volume 1M:   0.000
Avg. price 6M:   0.085
Avg. volume 6M:   0.000
Avg. price 1Y:   0.114
Avg. volume 1Y:   0.000
Volatility 1M:   145.08%
Volatility 6M:   124.94%
Volatility 1Y:   121.80%
Volatility 3Y:   -