OverviewChartNewsTraderScreen

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

EUWAX
2024-05-23  6:09:58 PM Chg.+0.02 Bid7:39:44 PM Ask7:39:44 PM Underlying Strike price Expiration date Option type
1.04EUR +1.96% 1.05
Bid Size: 9,350		 1.07
Ask Size: 9,350		 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: -2.57
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.96
Implied volatility: 0.50
Historic volatility: 0.46
Parity: 0.96
Time value: 0.07
Break-even: 257.00
Moneyness: 1.36
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.98%
Delta: -0.71
Theta: -0.05
Omega: -1.83
Rho: -1.69
 

Quote data

Open: 1.02
High: 1.06
Low: 1.02
Previous Close: 1.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month  
+23.81%
3 Months  
+70.49%
YTD  
+46.48%
1 Year  
+35.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.02 0.91
1M High / 1M Low: 1.02 0.83
6M High / 6M Low: 1.02 0.45
High (YTD): 2024-05-22 1.02
Low (YTD): 2024-03-22 0.45
52W High: 2023-10-30 1.46
52W Low: 2024-03-22 0.45
Avg. price 1W:   0.98
Avg. volume 1W:   0.00
Avg. price 1M:   0.90
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:   74.63%
Volatility 6M:   100.93%
Volatility 1Y:   99.57%
Volatility 3Y:   -