BNP Paribas Put 42 BAC 21.06.2024/  DE000PE84ZM1  /

Frankfurt Zert./BNP
2024-06-10  9:20:54 AM Chg.+0.010 Bid2024-06-10 Ask2024-06-10 Underlying Strike price Expiration date Option type
0.110EUR +10.00% 0.110
Bid Size: 18,000
0.120
Ask Size: 18,000
VERIZON COMM. INC. D... 42.00 - 2024-06-21 Put
 

Master data

WKN: PE84ZM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 42.00 -
Maturity: 2024-06-21
Issue date: 2023-02-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -31.58
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.41
Implied volatility: -
Historic volatility: 0.22
Parity: 0.41
Time value: -0.29
Break-even: 40.80
Moneyness: 1.11
Premium: -0.08
Premium p.a.: -0.89
Spread abs.: 0.01
Spread %: 9.09%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.100
High: 0.110
Low: 0.090
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -31.25%
3 Months
  -66.67%
YTD
  -77.55%
1 Year
  -84.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.073
1M High / 1M Low: 0.270 0.073
6M High / 6M Low: 0.540 0.073
High (YTD): 2024-01-11 0.450
Low (YTD): 2024-06-04 0.073
52W High: 2023-10-13 1.090
52W Low: 2024-06-04 0.073
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.164
Avg. volume 1M:   0.000
Avg. price 6M:   0.271
Avg. volume 6M:   0.000
Avg. price 1Y:   0.523
Avg. volume 1Y:   0.000
Volatility 1M:   357.39%
Volatility 6M:   229.36%
Volatility 1Y:   173.71%
Volatility 3Y:   -