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BNP Paribas Put 30 FRE 20.12.2024/  DE000PE80Z19  /

EUWAX
2024-06-05  9:34:32 AM Chg.+0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.250EUR +4.17% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 30.00 - 2024-12-20 Put
 

Master data

WKN: PE80Z1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 30.00 -
Maturity: 2024-12-20
Issue date: 2023-02-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -10.43
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.08
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.08
Time value: 0.20
Break-even: 27.20
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 7.69%
Delta: -0.47
Theta: -0.01
Omega: -4.87
Rho: -0.09
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -26.47%
3 Months
  -54.55%
YTD
  -32.43%
1 Year
  -57.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.240
1M High / 1M Low: 0.370 0.240
6M High / 6M Low: 0.580 0.240
High (YTD): 2024-03-26 0.580
Low (YTD): 2024-06-04 0.240
52W High: 2023-06-27 0.670
52W Low: 2024-06-04 0.240
Avg. price 1W:   0.250
Avg. volume 1W:   0.000
Avg. price 1M:   0.299
Avg. volume 1M:   0.000
Avg. price 6M:   0.432
Avg. volume 6M:   56
Avg. price 1Y:   0.462
Avg. volume 1Y:   27.344
Volatility 1M:   140.76%
Volatility 6M:   90.29%
Volatility 1Y:   86.71%
Volatility 3Y:   -