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BNP Paribas Put 22 FRE 20.12.2024/  DE000PE80ZW8  /

Frankfurt Zert./BNP
2024-06-05  9:50:15 PM Chg.-0.006 Bid2024-06-05 Ask2024-06-05 Underlying Strike price Expiration date Option type
0.030EUR -16.67% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 22.00 - 2024-12-20 Put
 

Master data

WKN: PE80ZW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 22.00 -
Maturity: 2024-12-20
Issue date: 2023-02-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -51.21
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.24
Parity: -0.72
Time value: 0.06
Break-even: 21.43
Moneyness: 0.75
Premium: 0.27
Premium p.a.: 0.54
Spread abs.: 0.02
Spread %: 62.86%
Delta: -0.12
Theta: 0.00
Omega: -6.09
Rho: -0.02
 

Quote data

Open: 0.035
High: 0.035
Low: 0.028
Previous Close: 0.036
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -53.13%
3 Months
  -75.00%
YTD
  -70.00%
1 Year
  -85.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.036 0.030
1M High / 1M Low: 0.064 0.030
6M High / 6M Low: 0.130 0.030
High (YTD): 2024-03-04 0.130
Low (YTD): 2024-06-05 0.030
52W High: 2023-10-31 0.210
52W Low: 2024-06-05 0.030
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   0.092
Avg. volume 6M:   0.000
Avg. price 1Y:   0.120
Avg. volume 1Y:   0.000
Volatility 1M:   132.58%
Volatility 6M:   129.22%
Volatility 1Y:   119.37%
Volatility 3Y:   -