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BNP Paribas Put 32 FRE 20.12.2024/  DE000PE80Z27  /

Frankfurt Zert./BNP
9/20/2024  9:50:24 PM Chg.+0.020 Bid9/20/2024 Ask9/20/2024 Underlying Strike price Expiration date Option type
0.120EUR +20.00% 0.120
Bid Size: 20,000		 0.140
Ask Size: 20,000		 FRESENIUS SE+CO.KGAA... 32.00 - 12/20/2024 Put
 

Master data

WKN: PE80Z2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 32.00 -
Maturity: 12/20/2024
Issue date: 2/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -23.72
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.23
Parity: -0.12
Time value: 0.14
Break-even: 30.60
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 16.67%
Delta: -0.36
Theta: -0.01
Omega: -8.47
Rho: -0.03
 

Quote data

Open: 0.100
High: 0.120
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+36.36%
1 Month
  -25.00%
3 Months
  -73.33%
YTD
  -76.00%
1 Year
  -72.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.075
1M High / 1M Low: 0.160 0.075
6M High / 6M Low: 0.750 0.075
High (YTD): 4/3/2024 0.750
Low (YTD): 9/18/2024 0.075
52W High: 10/31/2023 0.820
52W Low: 9/18/2024 0.075
Avg. price 1W:   0.097
Avg. volume 1W:   0.000
Avg. price 1M:   0.116
Avg. volume 1M:   0.000
Avg. price 6M:   0.366
Avg. volume 6M:   0.000
Avg. price 1Y:   0.490
Avg. volume 1Y:   0.000
Volatility 1M:   235.76%
Volatility 6M:   138.19%
Volatility 1Y:   112.74%
Volatility 3Y:   -