BNP Paribas Put 24 EVK 21.06.2024
/ DE000PE8ZWW4
BNP Paribas Put 24 EVK 21.06.2024/ DE000PE8ZWW4 /
2024-06-05 4:21:02 PM |
Chg.+0.020 |
Bid2024-06-05 |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
+3.92% |
0.530 Bid Size: 40,000 |
0.570 Ask Size: 40,000 |
EVONIK INDUSTRIES NA... |
24.00 - |
2024-06-21 |
Put |
Master data
WKN: |
PE8ZWW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
EVONIK INDUSTRIES NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
24.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-02-10 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.43 |
Implied volatility: |
1.60 |
Historic volatility: |
0.19 |
Parity: |
0.43 |
Time value: |
0.12 |
Break-even: |
18.50 |
Moneyness: |
1.22 |
Premium: |
0.06 |
Premium p.a.: |
2.95 |
Spread abs.: |
0.04 |
Spread %: |
7.84% |
Delta: |
-0.66 |
Theta: |
-0.07 |
Omega: |
-2.37 |
Rho: |
-0.01 |
Quote data
Open: |
0.500 |
High: |
0.530 |
Low: |
0.500 |
Previous Close: |
0.510 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.42% |
1 Month |
|
|
+3.92% |
3 Months |
|
|
-29.33% |
YTD |
|
|
-13.11% |
1 Year |
|
|
-8.62% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.460 |
1M High / 1M Low: |
0.510 |
0.420 |
6M High / 6M Low: |
0.780 |
0.420 |
High (YTD): |
2024-01-23 |
0.780 |
Low (YTD): |
2024-05-14 |
0.420 |
52W High: |
2023-10-25 |
0.840 |
52W Low: |
2024-05-14 |
0.420 |
Avg. price 1W: |
|
0.482 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.465 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.640 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.651 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
72.20% |
Volatility 6M: |
|
51.28% |
Volatility 1Y: |
|
50.62% |
Volatility 3Y: |
|
- |