BNP Paribas Put 28 FRE 20.12.2024
/ DE000PE80Z01
BNP Paribas Put 28 FRE 20.12.2024/ DE000PE80Z01 /
9/20/2024 9:50:20 PM |
Chg.+0.005 |
Bid9:52:58 PM |
Ask9:52:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.031EUR |
+19.23% |
0.030 Bid Size: 20,000 |
0.053 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... |
28.00 - |
12/20/2024 |
Put |
Master data
WKN: |
PE80Z0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
28.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/13/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-62.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.23 |
Parity: |
-0.52 |
Time value: |
0.05 |
Break-even: |
27.47 |
Moneyness: |
0.84 |
Premium: |
0.17 |
Premium p.a.: |
0.91 |
Spread abs.: |
0.02 |
Spread %: |
76.67% |
Delta: |
-0.15 |
Theta: |
-0.01 |
Omega: |
-9.35 |
Rho: |
-0.01 |
Quote data
Open: |
0.026 |
High: |
0.031 |
Low: |
0.026 |
Previous Close: |
0.026 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+29.17% |
1 Month |
|
|
-34.04% |
3 Months |
|
|
-84.50% |
YTD |
|
|
-88.93% |
1 Year |
|
|
-87.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.031 |
0.010 |
1M High / 1M Low: |
0.047 |
0.010 |
6M High / 6M Low: |
0.420 |
0.010 |
High (YTD): |
4/3/2024 |
0.420 |
Low (YTD): |
9/18/2024 |
0.010 |
52W High: |
10/31/2023 |
0.520 |
52W Low: |
9/18/2024 |
0.010 |
Avg. price 1W: |
|
0.024 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.031 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.168 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.263 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
631.77% |
Volatility 6M: |
|
283.81% |
Volatility 1Y: |
|
210.04% |
Volatility 3Y: |
|
- |