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BNP Paribas Put 60 BNR 20.12.2024/  DE000PE8ZF92  /

Frankfurt Zert./BNP
2024-09-20  4:50:17 PM Chg.+0.080 Bid2024-09-20 Ask2024-09-20 Underlying Strike price Expiration date Option type
0.180EUR +80.00% 0.180
Bid Size: 48,700		 0.190
Ask Size: 48,700		 BRENNTAG SE NA O.N. 60.00 - 2024-12-20 Put
 

Master data

WKN: PE8ZF9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -54.45
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -0.53
Time value: 0.12
Break-even: 58.80
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.47
Spread abs.: 0.02
Spread %: 20.00%
Delta: -0.22
Theta: -0.01
Omega: -12.10
Rho: -0.04
 

Quote data

Open: 0.100
High: 0.190
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+5.88%
3 Months
  -25.00%
YTD  
+50.00%
1 Year
  -21.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.100
1M High / 1M Low: 0.170 0.090
6M High / 6M Low: 0.240 0.090
High (YTD): 2024-07-01 0.240
Low (YTD): 2024-03-01 0.076
52W High: 2023-10-25 0.410
52W Low: 2024-03-01 0.076
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.126
Avg. volume 1M:   0.000
Avg. price 6M:   0.169
Avg. volume 6M:   0.000
Avg. price 1Y:   0.183
Avg. volume 1Y:   0.000
Volatility 1M:   216.68%
Volatility 6M:   173.35%
Volatility 1Y:   143.84%
Volatility 3Y:   -