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BNP Paribas Put 380 SRT3 20.12.20.../  DE000PE85G82  /

EUWAX
2024-06-14  6:09:40 PM Chg.-0.03 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.37EUR -2.14% -
Bid Size: -		 -
Ask Size: -		 SARTORIUS AG VZO O.N... 380.00 - 2024-12-20 Put
 

Master data

WKN: PE85G8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 380.00 -
Maturity: 2024-12-20
Issue date: 2023-02-15
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -1.77
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 1.34
Implied volatility: 0.61
Historic volatility: 0.46
Parity: 1.34
Time value: 0.05
Break-even: 241.00
Moneyness: 1.55
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.46%
Delta: -0.77
Theta: -0.05
Omega: -1.36
Rho: -1.69
 

Quote data

Open: 1.40
High: 1.40
Low: 1.36
Previous Close: 1.40
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.72%
1 Month  
+39.80%
3 Months  
+117.46%
YTD  
+65.06%
1 Year  
+71.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.40 1.32
1M High / 1M Low: 1.45 0.98
6M High / 6M Low: 1.45 0.54
High (YTD): 2024-06-04 1.45
Low (YTD): 2024-03-22 0.54
52W High: 2023-10-30 1.64
52W Low: 2024-03-22 0.54
Avg. price 1W:   1.36
Avg. volume 1W:   0.00
Avg. price 1M:   1.29
Avg. volume 1M:   0.00
Avg. price 6M:   0.90
Avg. volume 6M:   0.00
Avg. price 1Y:   0.94
Avg. volume 1Y:   0.00
Volatility 1M:   61.35%
Volatility 6M:   92.88%
Volatility 1Y:   94.59%
Volatility 3Y:   -