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BNP Paribas Put 50 JBARF 21.06.20.../  DE000PE00P59  /

Frankfurt Zert./BNP
2024-06-03  4:21:28 PM Chg.-0.009 Bid5:18:54 PM Ask5:18:54 PM Underlying Strike price Expiration date Option type
0.018EUR -33.33% -
Bid Size: -		 -
Ask Size: -		 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: 0.021
High: 0.021
Low: 0.017
Previous Close: 0.027
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -41.94%
1 Month
  -88.00%
3 Months
  -96.84%
YTD
  -97.39%
1 Year
  -95.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.027
1M High / 1M Low: 0.150 0.020
6M High / 6M Low: 0.910 0.020
High (YTD): 2024-01-17 0.800
Low (YTD): 2024-05-24 0.020
52W High: 2023-11-28 0.990
52W Low: 2024-05-24 0.020
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   0.461
Avg. volume 6M:   0.000
Avg. price 1Y:   0.410
Avg. volume 1Y:   0.000
Volatility 1M:   378.57%
Volatility 6M:   207.66%
Volatility 1Y:   184.86%
Volatility 3Y:   -