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BNP Paribas Put 24 FRE 20.12.2024/  DE000PE80ZX6  /

Frankfurt Zert./BNP
2024-05-24  9:50:22 PM Chg.-0.013 Bid2024-05-24 Ask2024-05-24 Underlying Strike price Expiration date Option type
0.065EUR -16.67% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 24.00 - 2024-12-20 Put
 

Master data

WKN: PE80ZX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 24.00 -
Maturity: 2024-12-20
Issue date: 2023-02-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -33.25
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.24
Parity: -0.49
Time value: 0.09
Break-even: 23.13
Moneyness: 0.83
Premium: 0.20
Premium p.a.: 0.38
Spread abs.: 0.02
Spread %: 33.85%
Delta: -0.18
Theta: 0.00
Omega: -6.02
Rho: -0.03
 

Quote data

Open: 0.076
High: 0.076
Low: 0.063
Previous Close: 0.078
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -25.29%
1 Month
  -45.83%
3 Months
  -56.67%
YTD
  -53.57%
1 Year
  -74.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.065
1M High / 1M Low: 0.110 0.065
6M High / 6M Low: 0.200 0.065
High (YTD): 2024-03-25 0.200
Low (YTD): 2024-05-24 0.065
52W High: 2023-06-27 0.300
52W Low: 2024-05-24 0.065
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   0.152
Avg. volume 6M:   0.000
Avg. price 1Y:   0.183
Avg. volume 1Y:   0.000
Volatility 1M:   124.15%
Volatility 6M:   98.13%
Volatility 1Y:   99.77%
Volatility 3Y:   -