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BNP Paribas Put 28 FRE 20.12.2024/  DE000PE80Z01  /

Frankfurt Zert./BNP
2024-05-24  9:50:18 PM Chg.-0.030 Bid2024-05-24 Ask2024-05-24 Underlying Strike price Expiration date Option type
0.180EUR -14.29% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 28.00 - 2024-12-20 Put
 

Master data

WKN: PE80Z0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 28.00 -
Maturity: 2024-12-20
Issue date: 2023-02-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -14.47
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -0.09
Time value: 0.20
Break-even: 26.00
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 11.11%
Delta: -0.36
Theta: 0.00
Omega: -5.27
Rho: -0.07
 

Quote data

Open: 0.200
High: 0.200
Low: 0.170
Previous Close: 0.210
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -21.74%
1 Month
  -33.33%
3 Months
  -47.06%
YTD
  -35.71%
1 Year
  -58.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.180
1M High / 1M Low: 0.260 0.180
6M High / 6M Low: 0.420 0.180
High (YTD): 2024-04-03 0.420
Low (YTD): 2024-05-24 0.180
52W High: 2023-10-31 0.520
52W Low: 2024-05-24 0.180
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.221
Avg. volume 1M:   0.000
Avg. price 6M:   0.320
Avg. volume 6M:   0.000
Avg. price 1Y:   0.353
Avg. volume 1Y:   0.000
Volatility 1M:   100.09%
Volatility 6M:   83.61%
Volatility 1Y:   84.44%
Volatility 3Y:   -