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BNP Paribas Put 24 FRE 20.12.2024/  DE000PE80ZX6  /

EUWAX
2024-06-06  9:29:07 AM Chg.-0.009 Bid12:10:55 PM Ask12:10:55 PM Underlying Strike price Expiration date Option type
0.051EUR -15.00% 0.049
Bid Size: 100,000		 0.059
Ask Size: 100,000		 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: -39.00
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -0.56
Time value: 0.08
Break-even: 23.24
Moneyness: 0.81
Premium: 0.22
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 40.74%
Delta: -0.16
Theta: 0.00
Omega: -6.24
Rho: -0.03
 

Quote data

Open: 0.051
High: 0.051
Low: 0.051
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.39%
1 Month
  -53.64%
3 Months
  -71.67%
YTD
  -63.57%
1 Year
  -81.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.061 0.056
1M High / 1M Low: 0.110 0.056
6M High / 6M Low: 0.200 0.056
High (YTD): 2024-03-26 0.200
Low (YTD): 2024-06-03 0.056
52W High: 2023-06-27 0.300
52W Low: 2024-06-03 0.056
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.077
Avg. volume 1M:   0.000
Avg. price 6M:   0.145
Avg. volume 6M:   0.000
Avg. price 1Y:   0.177
Avg. volume 1Y:   0.000
Volatility 1M:   154.60%
Volatility 6M:   113.89%
Volatility 1Y:   107.84%
Volatility 3Y:   -