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BNP Paribas Put 24 EVK 21.06.2024/  DE000PE8ZWW4  /

EUWAX
2024-06-05  9:28:40 AM Chg.+0.010 Bid10:32:30 AM Ask10:32:30 AM Underlying Strike price Expiration date Option type
0.520EUR +1.96% 0.520
Bid Size: 40,000		 0.560
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: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.12%
1 Month  
+4.00%
3 Months
  -30.67%
YTD
  -14.75%
1 Year
  -10.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.470
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:   0.486
Avg. volume 1W:   0.000
Avg. price 1M:   0.467
Avg. volume 1M:   0.000
Avg. price 6M:   0.642
Avg. volume 6M:   0.000
Avg. price 1Y:   0.651
Avg. volume 1Y:   0.000
Volatility 1M:   84.10%
Volatility 6M:   52.14%
Volatility 1Y:   51.75%
Volatility 3Y:   -