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BNP Paribas Put 14 SZU 21.06.2024/  DE000PE87S94  /

EUWAX
2024-06-03  4:12:30 PM Chg.-0.020 Bid4:48:20 PM Ask4:48:20 PM Underlying Strike price Expiration date Option type
0.230EUR -8.00% 0.260
Bid Size: 10,000		 0.300
Ask Size: 10,000		 SUEDZUCKER AG O.N. 14.00 - 2024-06-21 Put
 

Master data

WKN: PE87S9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SUEDZUCKER AG O.N.
Type: Warrant
Option type: Put
Strike price: 14.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -52.15
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.21
Parity: -0.08
Time value: 0.27
Break-even: 13.73
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.65
Spread abs.: 0.05
Spread %: 22.73%
Delta: -0.44
Theta: -0.01
Omega: -22.75
Rho: 0.00
 

Quote data

Open: 0.210
High: 0.280
Low: 0.210
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.35%
1 Month
  -69.33%
3 Months
  -80.83%
YTD
  -72.62%
1 Year
  -76.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.250
1M High / 1M Low: 0.770 0.250
6M High / 6M Low: 1.660 0.250
High (YTD): 2024-03-19 1.660
Low (YTD): 2024-05-31 0.250
52W High: 2024-03-19 1.660
52W Low: 2024-05-31 0.250
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.495
Avg. volume 1M:   0.000
Avg. price 6M:   1.024
Avg. volume 6M:   0.000
Avg. price 1Y:   0.974
Avg. volume 1Y:   39.370
Volatility 1M:   247.54%
Volatility 6M:   160.47%
Volatility 1Y:   140.48%
Volatility 3Y:   -