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BNP Paribas Put 1100 PGPHF 21.06..../  DE000PE87ER8  /

Frankfurt Zert./BNP
2024-05-23  9:21:26 AM Chg.-0.001 Bid9:55:35 AM Ask9:55:35 AM Underlying Strike price Expiration date Option type
0.054EUR -1.82% 0.058
Bid Size: 36,500		 0.078
Ask Size: 36,500		 Partners Group Holdi... 1,100.00 - 2024-06-21 Put
 

Master data

WKN: PE87ER
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Partners Group Holding Zug Namen-Akt
Type: Warrant
Option type: Put
Strike price: 1,100.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -158.63
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.28
Parity: -1.69
Time value: 0.08
Break-even: 1,092.00
Moneyness: 0.87
Premium: 0.14
Premium p.a.: 3.90
Spread abs.: 0.02
Spread %: 33.33%
Delta: -0.10
Theta: -0.45
Omega: -16.39
Rho: -0.11
 

Quote data

Open: 0.054
High: 0.054
Low: 0.054
Previous Close: 0.055
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -79.23%
3 Months
  -84.57%
YTD
  -91.29%
1 Year
  -98.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.061 0.054
1M High / 1M Low: 0.330 0.054
6M High / 6M Low: 1.040 0.054
High (YTD): 2024-01-17 1.040
Low (YTD): 2024-05-16 0.054
52W High: 2023-07-06 3.420
52W Low: 2024-05-16 0.054
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.170
Avg. volume 1M:   0.000
Avg. price 6M:   0.478
Avg. volume 6M:   0.000
Avg. price 1Y:   1.351
Avg. volume 1Y:   0.000
Volatility 1M:   242.72%
Volatility 6M:   192.64%
Volatility 1Y:   149.78%
Volatility 3Y:   -