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BNP Paribas Put 110 AFX 21.06.202.../  DE000PN2E0W3  /

EUWAX
2024-05-21  12:15:19 PM Chg.+0.11 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.58EUR +7.48% -
Bid Size: -		 -
Ask Size: -		 CARL ZEISS MEDITEC A... 110.00 EUR 2024-06-21 Put
 

Master data

WKN: PN2E0W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CARL ZEISS MEDITEC AG
Type: Warrant
Option type: Put
Strike price: 110.00 EUR
Maturity: 2024-06-21
Issue date: 2023-04-24
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.27
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 1.48
Implied volatility: 0.42
Historic volatility: 0.31
Parity: 1.48
Time value: 0.05
Break-even: 94.80
Moneyness: 1.15
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 3.40%
Delta: -0.86
Theta: -0.03
Omega: -5.38
Rho: -0.08
 

Quote data

Open: 1.55
High: 1.63
Low: 1.55
Previous Close: 1.47
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.67%
1 Month  
+17.04%
3 Months  
+88.10%
YTD
  -4.24%
1 Year  
+8.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.47 1.33
1M High / 1M Low: 1.71 0.99
6M High / 6M Low: 2.97 0.37
High (YTD): 2024-01-04 1.99
Low (YTD): 2024-03-27 0.37
52W High: 2023-10-26 3.63
52W Low: 2024-03-27 0.37
Avg. price 1W:   1.42
Avg. volume 1W:   0.00
Avg. price 1M:   1.34
Avg. volume 1M:   0.00
Avg. price 6M:   1.31
Avg. volume 6M:   0.00
Avg. price 1Y:   1.81
Avg. volume 1Y:   0.00
Volatility 1M:   207.39%
Volatility 6M:   161.50%
Volatility 1Y:   127.10%
Volatility 3Y:   -