BNP Paribas Put 50 JBARF 21.06.2024
/ DE000PE00P59
BNP Paribas Put 50 JBARF 21.06.20.../ DE000PE00P59 /
2024-06-04 9:21:21 AM |
Chg.0.000 |
Bid9:51:52 AM |
Ask9:51:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.018EUR |
0.00% |
0.019 Bid Size: 50,000 |
0.039 Ask Size: 50,000 |
Julius Baer Group Lt... |
50.00 - |
2024-06-21 |
Put |
Master data
WKN: |
PE00P5 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Julius Baer Group Ltd. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-03-21 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-122.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.29 |
Parity: |
-0.50 |
Time value: |
0.05 |
Break-even: |
49.55 |
Moneyness: |
0.91 |
Premium: |
0.10 |
Premium p.a.: |
5.83 |
Spread abs.: |
0.02 |
Spread %: |
80.00% |
Delta: |
-0.15 |
Theta: |
-0.03 |
Omega: |
-18.51 |
Rho: |
0.00 |
Quote data
Open: |
0.018 |
High: |
0.018 |
Low: |
0.018 |
Previous Close: |
0.018 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-56.10% |
1 Month |
|
|
-88.00% |
3 Months |
|
|
-96.73% |
YTD |
|
|
-97.39% |
1 Year |
|
|
-95.71% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.041 |
0.018 |
1M High / 1M Low: |
0.130 |
0.018 |
6M High / 6M Low: |
0.910 |
0.018 |
High (YTD): |
2024-01-17 |
0.800 |
Low (YTD): |
2024-06-03 |
0.018 |
52W High: |
2023-11-28 |
0.990 |
52W Low: |
2024-06-03 |
0.018 |
Avg. price 1W: |
|
0.033 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.063 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.457 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.408 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
390.36% |
Volatility 6M: |
|
211.40% |
Volatility 1Y: |
|
187.31% |
Volatility 3Y: |
|
- |