OverviewChartNewsTraderScreen

BNP Paribas Put 250 SRT3 20.09.20.../  DE000PZ1AK62  /

EUWAX
2024-06-25  12:14:42 PM Chg.+0.050 Bid12:21:27 PM Ask12:21:27 PM Underlying Strike price Expiration date Option type
0.430EUR +13.16% 0.430
Bid Size: 67,500		 0.440
Ask Size: 67,500		 SARTORIUS AG VZO O.N... 250.00 EUR 2024-09-20 Put
 

Master data

WKN: PZ1AK6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 250.00 EUR
Maturity: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -5.62
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.25
Implied volatility: 0.59
Historic volatility: 0.46
Parity: 0.25
Time value: 0.15
Break-even: 210.00
Moneyness: 1.11
Premium: 0.07
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 2.56%
Delta: -0.58
Theta: -0.13
Omega: -3.25
Rho: -0.41
 

Quote data

Open: 0.410
High: 0.430
Low: 0.410
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+53.57%
1 Month  
+79.17%
3 Months  
+473.33%
YTD  
+126.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.280
1M High / 1M Low: 0.490 0.240
6M High / 6M Low: 0.490 0.062
High (YTD): 2024-06-19 0.490
Low (YTD): 2024-03-27 0.062
52W High: - -
52W Low: - -
Avg. price 1W:   0.398
Avg. volume 1W:   0.000
Avg. price 1M:   0.303
Avg. volume 1M:   0.000
Avg. price 6M:   0.175
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   298.39%
Volatility 6M:   209.37%
Volatility 1Y:   -
Volatility 3Y:   -