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BNP Paribas Put 55 NAQ 17.01.2025/  DE000PE89H61  /

EUWAX
2024-05-31  1:38:34 PM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.240EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: 0.240
Low: 0.240
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.32%
1 Month     0.00%
3 Months
  -33.33%
YTD
  -33.33%
1 Year
  -61.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.170
1M High / 1M Low: 0.240 0.170
6M High / 6M Low: 0.500 0.170
High (YTD): 2024-01-05 0.430
Low (YTD): 2024-05-28 0.170
52W High: 2023-10-03 0.940
52W Low: 2024-05-28 0.170
Avg. price 1W:   0.200
Avg. volume 1W:   0.000
Avg. price 1M:   0.202
Avg. volume 1M:   0.000
Avg. price 6M:   0.320
Avg. volume 6M:   0.000
Avg. price 1Y:   0.509
Avg. volume 1Y:   0.000
Volatility 1M:   163.37%
Volatility 6M:   104.24%
Volatility 1Y:   101.38%
Volatility 3Y:   -