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BNP Paribas Put 30 FRE 21.06.2024/  DE000PE1QQG3  /

Frankfurt Zert./BNP
2024-06-05  9:50:11 PM Chg.-0.045 Bid2024-06-05 Ask2024-06-05 Underlying Strike price Expiration date Option type
0.055EUR -45.00% 0.055
Bid Size: 14,600		 0.087
Ask Size: 14,600		 FRESENIUS SE+CO.KGAA... 30.00 - 2024-06-21 Put
 

Master data

WKN: PE1QQG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 30.00 -
Maturity: 2024-06-21
Issue date: 2022-09-05
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -24.33
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.08
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.08
Time value: 0.04
Break-even: 28.80
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.35
Spread abs.: 0.03
Spread %: 33.33%
Delta: -0.64
Theta: -0.02
Omega: -15.65
Rho: -0.01
 

Quote data

Open: 0.090
High: 0.090
Low: 0.039
Previous Close: 0.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -57.69%
1 Month
  -78.85%
3 Months
  -88.54%
YTD
  -81.67%
1 Year
  -89.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.055
1M High / 1M Low: 0.260 0.055
6M High / 6M Low: 0.540 0.055
High (YTD): 2024-04-03 0.540
Low (YTD): 2024-06-05 0.055
52W High: 2023-10-31 0.610
52W Low: 2024-06-05 0.055
Avg. price 1W:   0.097
Avg. volume 1W:   0.000
Avg. price 1M:   0.168
Avg. volume 1M:   0.000
Avg. price 6M:   0.354
Avg. volume 6M:   0.000
Avg. price 1Y:   0.389
Avg. volume 1Y:   0.000
Volatility 1M:   276.15%
Volatility 6M:   149.83%
Volatility 1Y:   131.24%
Volatility 3Y:   -