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BNP Paribas Put 380 SRT3 20.12.20.../  DE000PE85G82  /

EUWAX
2024-05-27  6:09:47 PM Chg.0.00 Bid7:00:19 PM Ask7:00:19 PM Underlying Strike price Expiration date Option type
1.29EUR 0.00% 1.29
Bid Size: 8,850		 1.31
Ask Size: 8,850		 SARTORIUS AG VZO O.N... 380.00 - 2024-12-20 Put
 

Master data

WKN: PE85G8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 380.00 -
Maturity: 2024-12-20
Issue date: 2023-02-15
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -1.92
Leverage: Yes

Calculated values

Fair value: 1.27
Intrinsic value: 1.27
Implied volatility: 0.57
Historic volatility: 0.46
Parity: 1.27
Time value: 0.05
Break-even: 248.00
Moneyness: 1.50
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.54%
Delta: -0.75
Theta: -0.05
Omega: -1.44
Rho: -1.83
 

Quote data

Open: 1.29
High: 1.30
Low: 1.29
Previous Close: 1.29
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.17%
1 Month  
+27.72%
3 Months  
+76.71%
YTD  
+55.42%
1 Year  
+35.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.29 1.14
1M High / 1M Low: 1.29 0.98
6M High / 6M Low: 1.29 0.54
High (YTD): 2024-05-24 1.29
Low (YTD): 2024-03-22 0.54
52W High: 2023-10-30 1.64
52W Low: 2024-03-22 0.54
Avg. price 1W:   1.20
Avg. volume 1W:   0.00
Avg. price 1M:   1.10
Avg. volume 1M:   0.00
Avg. price 6M:   0.86
Avg. volume 6M:   0.00
Avg. price 1Y:   0.91
Avg. volume 1Y:   0.00
Volatility 1M:   66.72%
Volatility 6M:   95.12%
Volatility 1Y:   95.17%
Volatility 3Y:   -