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BNP Paribas Put 38 BAC 21.06.2024/  DE000PE84ZK5  /

EUWAX
2024-05-31  12:37:51 PM Chg.-0.019 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.006EUR -76.00% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 38.00 - 2024-06-21 Put
 

Master data

WKN: PE84ZK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 38.00 -
Maturity: 2024-06-21
Issue date: 2023-02-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -41.68
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.01
Implied volatility: 0.26
Historic volatility: 0.22
Parity: 0.01
Time value: 0.08
Break-even: 37.09
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.49
Spread abs.: 0.09
Spread %: 9,000.00%
Delta: -0.49
Theta: -0.02
Omega: -20.27
Rho: -0.01
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.025
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -68.42%
1 Month
  -80.65%
3 Months
  -93.33%
YTD
  -97.39%
1 Year
  -98.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.025 0.005
1M High / 1M Low: 0.048 0.005
6M High / 6M Low: 0.280 0.005
High (YTD): 2024-01-02 0.180
Low (YTD): 2024-05-28 0.005
52W High: 2023-10-12 0.740
52W Low: 2024-05-28 0.005
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.097
Avg. volume 6M:   0.000
Avg. price 1Y:   0.296
Avg. volume 1Y:   0.000
Volatility 1M:   1,091.19%
Volatility 6M:   512.95%
Volatility 1Y:   370.72%
Volatility 3Y:   -