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BNP Paribas Put 32 FRE 20.12.2024/  DE000PE80Z27  /

EUWAX
2024-06-24  9:27:15 AM Chg.+0.020 Bid9:28:38 AM Ask9:28:38 AM Underlying Strike price Expiration date Option type
0.450EUR +4.65% 0.450
Bid Size: 100,000		 0.460
Ask Size: 100,000		 FRESENIUS SE+CO.KGAA... 32.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-02-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.97
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.39
Implied volatility: 0.32
Historic volatility: 0.24
Parity: 0.39
Time value: 0.08
Break-even: 27.30
Moneyness: 1.14
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 4.44%
Delta: -0.65
Theta: 0.00
Omega: -3.88
Rho: -0.11
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month  
+7.14%
3 Months
  -39.19%
YTD
  -8.16%
1 Year
  -40.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.350
1M High / 1M Low: 0.440 0.310
6M High / 6M Low: 0.760 0.310
High (YTD): 2024-03-26 0.760
Low (YTD): 2024-06-07 0.310
52W High: 2023-11-01 0.820
52W Low: 2024-06-07 0.310
Avg. price 1W:   0.402
Avg. volume 1W:   0.000
Avg. price 1M:   0.365
Avg. volume 1M:   0.000
Avg. price 6M:   0.557
Avg. volume 6M:   0.000
Avg. price 1Y:   0.577
Avg. volume 1Y:   0.000
Volatility 1M:   93.60%
Volatility 6M:   87.71%
Volatility 1Y:   82.96%
Volatility 3Y:   -