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BNP Paribas Put 24 FRE 20.12.2024/  DE000PE80ZX6  /

Frankfurt Zert./BNP
2024-06-14  9:50:15 PM Chg.+0.005 Bid9:59:11 PM Ask9:59:11 PM Underlying Strike price Expiration date Option type
0.057EUR +9.62% 0.057
Bid Size: 20,000		 0.079
Ask Size: 20,000		 FRESENIUS SE+CO.KGAA... 24.00 - 2024-12-20 Put
 

Master data

WKN: PE80ZX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 24.00 -
Maturity: 2024-12-20
Issue date: 2023-02-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -37.42
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.24
Parity: -0.56
Time value: 0.08
Break-even: 23.21
Moneyness: 0.81
Premium: 0.21
Premium p.a.: 0.46
Spread abs.: 0.02
Spread %: 38.60%
Delta: -0.16
Theta: 0.00
Omega: -6.15
Rho: -0.03
 

Quote data

Open: 0.051
High: 0.059
Low: 0.051
Previous Close: 0.052
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.76%
1 Month
  -27.85%
3 Months
  -70.00%
YTD
  -59.29%
1 Year
  -78.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.052
1M High / 1M Low: 0.090 0.049
6M High / 6M Low: 0.200 0.049
High (YTD): 2024-03-25 0.200
Low (YTD): 2024-06-06 0.049
52W High: 2023-06-27 0.300
52W Low: 2024-06-06 0.049
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.065
Avg. volume 1M:   0.000
Avg. price 6M:   0.139
Avg. volume 6M:   0.000
Avg. price 1Y:   0.170
Avg. volume 1Y:   0.000
Volatility 1M:   125.76%
Volatility 6M:   102.33%
Volatility 1Y:   102.07%
Volatility 3Y:   -