BNP Paribas Put 42 BAC 21.06.2024
/ DE000PE84ZM1
BNP Paribas Put 42 BAC 21.06.2024/ DE000PE84ZM1 /
| 2024-06-14 9:50:25 PM |
Chg.+0.010 |
Bid9:59:32 PM |
Ask9:59:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+4.76% |
0.220
Bid Size: 40,500 |
0.230
Ask Size: 40,500 |
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: |
-16.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
- |
| Historic volatility: |
0.22 |
| Parity: |
0.49 |
| Time value: |
-0.26 |
| Break-even: |
39.70 |
| Moneyness: |
1.13 |
| Premium: |
-0.07 |
| Premium p.a.: |
-0.99 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.210 |
| High: |
0.230 |
| Low: |
0.200 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+120.00% |
| 1 Month |
|
|
+29.41% |
| 3 Months |
|
|
-29.03% |
| YTD |
|
|
-55.10% |
| 1 Year |
|
|
-65.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.150 |
| 1M High / 1M Low: |
0.270 |
0.073 |
| 6M High / 6M Low: |
0.520 |
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: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.171 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.258 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.514 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
396.32% |
| Volatility 6M: |
|
242.86% |
| Volatility 1Y: |
|
182.74% |
| Volatility 3Y: |
|
- |
