BNP Paribas Put 20 EVK 21.06.2024
/ DE000PE8ZWS2
BNP Paribas Put 20 EVK 21.06.2024/ DE000PE8ZWS2 /
2024-05-31 9:20:23 PM |
Chg.-0.008 |
Bid9:51:39 PM |
Ask9:51:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.079EUR |
-9.20% |
0.077 Bid Size: 10,000 |
0.099 Ask Size: 10,000 |
EVONIK INDUSTRIES NA... |
20.00 - |
2024-06-21 |
Put |
Master data
WKN: |
PE8ZWS |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
EVONIK INDUSTRIES NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-02-10 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-20.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.59 |
Historic volatility: |
0.20 |
Parity: |
-0.02 |
Time value: |
0.10 |
Break-even: |
19.01 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
1.79 |
Spread abs.: |
0.01 |
Spread %: |
13.79% |
Delta: |
-0.43 |
Theta: |
-0.03 |
Omega: |
-8.84 |
Rho: |
-0.01 |
Quote data
Open: |
0.079 |
High: |
0.090 |
Low: |
0.079 |
Previous Close: |
0.087 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-12.22% |
1 Month |
|
|
-53.53% |
3 Months |
|
|
-78.65% |
YTD |
|
|
-68.40% |
1 Year |
|
|
-75.31% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.076 |
1M High / 1M Low: |
0.170 |
0.069 |
6M High / 6M Low: |
0.390 |
0.069 |
High (YTD): |
2024-01-23 |
0.390 |
Low (YTD): |
2024-05-14 |
0.069 |
52W High: |
2023-10-25 |
0.470 |
52W Low: |
2024-05-14 |
0.069 |
Avg. price 1W: |
|
0.087 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.101 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.268 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.297 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
229.25% |
Volatility 6M: |
|
128.17% |
Volatility 1Y: |
|
108.90% |
Volatility 3Y: |
|
- |