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BNP Paribas Put 400 SRT3 20.12.20.../  DE000PE85G90  /

EUWAX
2024-06-19  3:09:20 PM Chg.+0.25 Bid3:46:56 PM Ask3:46:56 PM Underlying Strike price Expiration date Option type
1.82EUR +15.92% 1.81
Bid Size: 46,500		 1.83
Ask Size: 46,500		 SARTORIUS AG VZO O.N... 400.00 - 2024-12-20 Put
 

Master data

WKN: PE85G9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 400.00 -
Maturity: 2024-12-20
Issue date: 2023-02-15
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -1.53
Leverage: Yes

Calculated values

Fair value: 1.56
Intrinsic value: 1.56
Implied volatility: 0.63
Historic volatility: 0.44
Parity: 1.56
Time value: 0.03
Break-even: 241.00
Moneyness: 1.64
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 1.27%
Delta: -0.80
Theta: -0.05
Omega: -1.23
Rho: -1.78
 

Quote data

Open: 1.57
High: 1.82
Low: 1.57
Previous Close: 1.57
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month  
+35.82%
3 Months  
+152.78%
YTD  
+87.63%
1 Year  
+56.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.60 1.56
1M High / 1M Low: 1.64 1.32
6M High / 6M Low: 1.64 0.65
High (YTD): 2024-06-04 1.64
Low (YTD): 2024-03-22 0.65
52W High: 2023-10-30 1.82
52W Low: 2024-03-22 0.65
Avg. price 1W:   1.58
Avg. volume 1W:   0.00
Avg. price 1M:   1.52
Avg. volume 1M:   0.00
Avg. price 6M:   1.06
Avg. volume 6M:   0.00
Avg. price 1Y:   1.09
Avg. volume 1Y:   0.00
Volatility 1M:   46.49%
Volatility 6M:   86.54%
Volatility 1Y:   82.60%
Volatility 3Y:   -