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BNP Paribas Put 80 BNR 20.12.2024/  DE000PE8ZGD7  /

EUWAX
2024-06-21  3:08:48 PM Chg.+0.02 Bid3:55:12 PM Ask3:55:12 PM Underlying Strike price Expiration date Option type
1.58EUR +1.28% 1.58
Bid Size: 15,900		 1.60
Ask Size: 15,900		 BRENNTAG SE NA O.N. 80.00 - 2024-12-20 Put
 

Master data

WKN: PE8ZGD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 80.00 -
Maturity: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.06
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 1.55
Implied volatility: 0.33
Historic volatility: 0.19
Parity: 1.55
Time value: 0.04
Break-even: 64.10
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.03
Spread %: 1.92%
Delta: -0.77
Theta: -0.01
Omega: -3.11
Rho: -0.33
 

Quote data

Open: 1.57
High: 1.59
Low: 1.57
Previous Close: 1.56
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.33%
1 Month  
+21.54%
3 Months  
+143.08%
YTD  
+177.19%
1 Year  
+13.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.57 1.50
1M High / 1M Low: 1.57 1.30
6M High / 6M Low: 1.57 0.46
High (YTD): 2024-06-19 1.57
Low (YTD): 2024-03-01 0.46
52W High: 2024-06-19 1.57
52W Low: 2024-03-01 0.46
Avg. price 1W:   1.53
Avg. volume 1W:   0.00
Avg. price 1M:   1.47
Avg. volume 1M:   0.00
Avg. price 6M:   0.86
Avg. volume 6M:   0.00
Avg. price 1Y:   1.02
Avg. volume 1Y:   0.00
Volatility 1M:   73.79%
Volatility 6M:   108.85%
Volatility 1Y:   89.51%
Volatility 3Y:   -