OverviewChartNewsTraderScreen

BNP Paribas Put 55 NAQ 17.01.2025/  DE000PE89H61  /

Frankfurt Zert./BNP
2024-05-31  9:50:33 PM Chg.0.000 Bid9:51:41 PM Ask9:51:41 PM Underlying Strike price Expiration date Option type
0.250EUR 0.00% 0.240
Bid Size: 10,000		 0.250
Ask Size: 10,000		 NASDAQ INC. DL... 55.00 - 2025-01-17 Put
 

Master data

WKN: PE89H6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ INC. DL -,01
Type: Warrant
Option type: Put
Strike price: 55.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -21.81
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.05
Implied volatility: 0.17
Historic volatility: 0.21
Parity: 0.05
Time value: 0.20
Break-even: 52.50
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 4.17%
Delta: -0.43
Theta: 0.00
Omega: -9.35
Rho: -0.16
 

Quote data

Open: 0.240
High: 0.250
Low: 0.230
Previous Close: 0.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+38.89%
1 Month  
+4.17%
3 Months
  -32.43%
YTD
  -30.56%
1 Year
  -59.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.170
1M High / 1M Low: 0.250 0.170
6M High / 6M Low: 0.500 0.170
High (YTD): 2024-01-05 0.440
Low (YTD): 2024-05-27 0.170
52W High: 2023-10-03 0.930
52W Low: 2024-05-27 0.170
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.204
Avg. volume 1M:   0.000
Avg. price 6M:   0.319
Avg. volume 6M:   0.000
Avg. price 1Y:   0.509
Avg. volume 1Y:   0.000
Volatility 1M:   153.61%
Volatility 6M:   106.72%
Volatility 1Y:   104.70%
Volatility 3Y:   -