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BNP Paribas Put 32 FRE 20.12.2024/  DE000PE80Z27  /

Frankfurt Zert./BNP
6/20/2024  2:50:23 PM Chg.+0.030 Bid6/20/2024 Ask6/20/2024 Underlying Strike price Expiration date Option type
0.450EUR +7.14% 0.450
Bid Size: 100,000		 0.460
Ask Size: 100,000		 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: -6.48
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.35
Implied volatility: 0.32
Historic volatility: 0.24
Parity: 0.35
Time value: 0.09
Break-even: 27.60
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 4.76%
Delta: -0.62
Theta: 0.00
Omega: -4.05
Rho: -0.11
 

Quote data

Open: 0.420
High: 0.450
Low: 0.420
Previous Close: 0.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+32.35%
1 Month
  -4.26%
3 Months
  -37.50%
YTD
  -10.00%
1 Year
  -39.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.340
1M High / 1M Low: 0.500 0.310
6M High / 6M Low: 0.750 0.310
High (YTD): 4/3/2024 0.750
Low (YTD): 6/6/2024 0.310
52W High: 10/31/2023 0.820
52W Low: 6/6/2024 0.310
Avg. price 1W:   0.378
Avg. volume 1W:   0.000
Avg. price 1M:   0.384
Avg. volume 1M:   0.000
Avg. price 6M:   0.558
Avg. volume 6M:   0.000
Avg. price 1Y:   0.581
Avg. volume 1Y:   0.000
Volatility 1M:   108.20%
Volatility 6M:   76.32%
Volatility 1Y:   78.23%
Volatility 3Y:   -