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BNP Paribas Put 55 NAQ 17.01.2025/  DE000PE89H61  /

Frankfurt Zert./BNP
2024-06-05  6:05:12 PM Chg.0.000 Bid2024-06-05 Ask2024-06-05 Underlying Strike price Expiration date Option type
0.220EUR 0.00% 0.220
Bid Size: 13,400		 0.230
Ask Size: 13,400		 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: -22.76
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.04
Implied volatility: 0.17
Historic volatility: 0.21
Parity: 0.04
Time value: 0.20
Break-even: 52.60
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 4.35%
Delta: -0.43
Theta: 0.00
Omega: -9.69
Rho: -0.16
 

Quote data

Open: 0.220
High: 0.230
Low: 0.220
Previous Close: 0.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month  
+4.76%
3 Months
  -37.14%
YTD
  -38.89%
1 Year
  -60.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.220
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:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.205
Avg. volume 1M:   0.000
Avg. price 6M:   0.314
Avg. volume 6M:   0.000
Avg. price 1Y:   0.505
Avg. volume 1Y:   0.000
Volatility 1M:   150.77%
Volatility 6M:   107.67%
Volatility 1Y:   105.00%
Volatility 3Y:   -