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BNP Paribas Put 32 FRE 20.12.2024/  DE000PE80Z27  /

EUWAX
2024-05-24  9:31:30 AM Chg.-0.060 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.420EUR -12.50% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 32.00 - 2024-12-20 Put
 

Master data

WKN: PE80Z2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 32.00 -
Maturity: 2024-12-20
Issue date: 2023-02-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.89
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.31
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.31
Time value: 0.11
Break-even: 27.80
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 5.00%
Delta: -0.58
Theta: 0.00
Omega: -4.02
Rho: -0.12
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month
  -22.22%
3 Months
  -32.26%
YTD
  -14.29%
1 Year
  -37.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.420
1M High / 1M Low: 0.540 0.390
6M High / 6M Low: 0.760 0.390
High (YTD): 2024-03-26 0.760
Low (YTD): 2024-05-08 0.390
52W High: 2023-11-01 0.820
52W Low: 2024-05-08 0.390
Avg. price 1W:   0.472
Avg. volume 1W:   0.000
Avg. price 1M:   0.466
Avg. volume 1M:   0.000
Avg. price 6M:   0.582
Avg. volume 6M:   0.000
Avg. price 1Y:   0.607
Avg. volume 1Y:   0.000
Volatility 1M:   133.45%
Volatility 6M:   81.57%
Volatility 1Y:   79.90%
Volatility 3Y:   -