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BNP Paribas Put 28 FRE 20.12.2024/  DE000PE80Z01  /

Frankfurt Zert./BNP
2024-06-05  9:50:11 PM Chg.-0.020 Bid2024-06-05 Ask2024-06-05 Underlying Strike price Expiration date Option type
0.150EUR -11.76% 0.150
Bid Size: 20,000		 0.170
Ask Size: 20,000		 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: -15.36
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -0.12
Time value: 0.19
Break-even: 26.10
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 11.76%
Delta: -0.35
Theta: -0.01
Omega: -5.42
Rho: -0.07
 

Quote data

Open: 0.170
High: 0.170
Low: 0.140
Previous Close: 0.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -37.50%
3 Months
  -60.53%
YTD
  -46.43%
1 Year
  -68.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.160
1M High / 1M Low: 0.250 0.160
6M High / 6M Low: 0.420 0.160
High (YTD): 2024-04-03 0.420
Low (YTD): 2024-05-31 0.160
52W High: 2023-10-31 0.520
52W Low: 2024-05-31 0.160
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   0.313
Avg. volume 6M:   0.000
Avg. price 1Y:   0.346
Avg. volume 1Y:   0.000
Volatility 1M:   98.59%
Volatility 6M:   82.37%
Volatility 1Y:   84.54%
Volatility 3Y:   -