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BNP Paribas Put 22 FRE 20.12.2024/  DE000PE80ZW8  /

EUWAX
2024-06-06  9:29:07 AM Chg.-0.006 Bid12:16:06 PM Ask12:16:06 PM Underlying Strike price Expiration date Option type
0.028EUR -17.65% 0.027
Bid Size: 100,000		 0.037
Ask Size: 100,000		 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: -57.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.24
Parity: -0.76
Time value: 0.05
Break-even: 21.48
Moneyness: 0.74
Premium: 0.28
Premium p.a.: 0.57
Spread abs.: 0.02
Spread %: 73.33%
Delta: -0.11
Theta: 0.00
Omega: -6.22
Rho: -0.02
 

Quote data

Open: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.034
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month
  -56.25%
3 Months
  -76.67%
YTD
  -72.00%
1 Year
  -86.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.031
1M High / 1M Low: 0.066 0.031
6M High / 6M Low: 0.130 0.031
High (YTD): 2024-03-26 0.130
Low (YTD): 2024-06-04 0.031
52W High: 2023-11-01 0.210
52W Low: 2024-06-04 0.031
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   0.093
Avg. volume 6M:   0.000
Avg. price 1Y:   0.120
Avg. volume 1Y:   0.000
Volatility 1M:   177.46%
Volatility 6M:   130.54%
Volatility 1Y:   120.49%
Volatility 3Y:   -