BNP Paribas Put 38 BAC 21.06.2024/  DE000PE84ZK5  /

EUWAX
2024-06-13  8:10:10 AM Chg.0.000 Bid10:54:33 AM Ask10:54:33 AM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 50,000
0.091
Ask Size: 50,000
VERIZON COMM. INC. D... 38.00 - 2024-06-21 Put
 

Master data

WKN: PE84ZK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 38.00 -
Maturity: 2024-06-21
Issue date: 2023-02-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -40.42
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.12
Implied volatility: -
Historic volatility: 0.22
Parity: 0.12
Time value: -0.03
Break-even: 37.09
Moneyness: 1.03
Premium: -0.01
Premium p.a.: -0.32
Spread abs.: 0.09
Spread %: 9,000.00%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -91.67%
3 Months
  -98.57%
YTD
  -99.57%
1 Year
  -99.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.025 0.001
6M High / 6M Low: 0.280 0.001
High (YTD): 2024-01-02 0.180
Low (YTD): 2024-06-12 0.001
52W High: 2023-10-12 0.740
52W Low: 2024-06-12 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.083
Avg. volume 6M:   0.000
Avg. price 1Y:   0.281
Avg. volume 1Y:   0.000
Volatility 1M:   1,079.33%
Volatility 6M:   525.24%
Volatility 1Y:   379.07%
Volatility 3Y:   -