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BNP Paribas Put 24 FRE 20.12.2024/  DE000PE80ZX6  /

EUWAX
2024-05-23  9:22:38 AM Chg.-0.003 Bid4:25:39 PM Ask4:25:39 PM Underlying Strike price Expiration date Option type
0.087EUR -3.33% 0.080
Bid Size: 100,000		 0.090
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: -25.12
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.24
Parity: -0.36
Time value: 0.11
Break-even: 22.90
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 23.60%
Delta: -0.23
Theta: 0.00
Omega: -5.71
Rho: -0.04
 

Quote data

Open: 0.087
High: 0.087
Low: 0.087
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.41%
1 Month
  -20.91%
3 Months
  -45.63%
YTD
  -37.86%
1 Year
  -63.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.081
1M High / 1M Low: 0.120 0.077
6M High / 6M Low: 0.200 0.077
High (YTD): 2024-03-26 0.200
Low (YTD): 2024-05-14 0.077
52W High: 2023-06-27 0.300
52W Low: 2024-05-14 0.077
Avg. price 1W:   0.086
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.154
Avg. volume 6M:   0.000
Avg. price 1Y:   0.185
Avg. volume 1Y:   0.000
Volatility 1M:   143.07%
Volatility 6M:   108.38%
Volatility 1Y:   105.08%
Volatility 3Y:   -