BNP Paribas Put 42 BAC 21.06.2024/  DE000PE84ZM1  /

EUWAX
2024-05-31  12:37:52 PM Chg.-0.130 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.160EUR -44.83% -
Bid Size: -
-
Ask Size: -
VERIZON COMM. INC. D... 42.00 - 2024-06-21 Put
 

Master data

WKN: PE84ZM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 42.00 -
Maturity: 2024-06-21
Issue date: 2023-02-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -37.93
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.41
Implied volatility: -
Historic volatility: 0.22
Parity: 0.41
Time value: -0.31
Break-even: 41.00
Moneyness: 1.11
Premium: -0.08
Premium p.a.: -0.79
Spread abs.: 0.01
Spread %: 11.11%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.170
High: 0.170
Low: 0.160
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -20.00%
3 Months
  -44.83%
YTD
  -66.67%
1 Year
  -77.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.160
1M High / 1M Low: 0.290 0.150
6M High / 6M Low: 0.560 0.120
High (YTD): 2024-01-02 0.410
Low (YTD): 2024-04-04 0.120
52W High: 2023-10-12 1.090
52W Low: 2024-04-04 0.120
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.210
Avg. volume 1M:   0.000
Avg. price 6M:   0.285
Avg. volume 6M:   63.936
Avg. price 1Y:   0.538
Avg. volume 1Y:   31.219
Volatility 1M:   313.34%
Volatility 6M:   227.83%
Volatility 1Y:   171.83%
Volatility 3Y:   -