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BNP Paribas Put 360 SRT3 20.12.20.../  DE000PE85G74  /

EUWAX
2024-05-27  6:09:47 PM Chg.0.00 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.11EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 SARTORIUS AG VZO O.N... 360.00 - 2024-12-20 Put
 

Master data

WKN: PE85G7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 360.00 -
Maturity: 2024-12-20
Issue date: 2023-02-15
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -2.22
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 1.07
Implied volatility: 0.55
Historic volatility: 0.46
Parity: 1.07
Time value: 0.07
Break-even: 246.00
Moneyness: 1.42
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.79%
Delta: -0.72
Theta: -0.05
Omega: -1.61
Rho: -1.68
 

Quote data

Open: 1.11
High: 1.12
Low: 1.11
Previous Close: 1.11
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.12%
1 Month  
+30.59%
3 Months  
+81.97%
YTD  
+56.34%
1 Year  
+33.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.11 0.98
1M High / 1M Low: 1.11 0.83
6M High / 6M Low: 1.11 0.45
High (YTD): 2024-05-24 1.11
Low (YTD): 2024-03-22 0.45
52W High: 2023-10-30 1.46
52W Low: 2024-03-22 0.45
Avg. price 1W:   1.03
Avg. volume 1W:   0.00
Avg. price 1M:   0.93
Avg. volume 1M:   0.00
Avg. price 6M:   0.73
Avg. volume 6M:   0.00
Avg. price 1Y:   0.78
Avg. volume 1Y:   0.00
Volatility 1M:   71.10%
Volatility 6M:   101.33%
Volatility 1Y:   99.99%
Volatility 3Y:   -