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BNP Paribas Put 42 G1A 21.06.2024/  DE000PE802T7  /

Frankfurt Zert./BNP
2024-05-16  9:20:30 PM Chg.+0.030 Bid8:10:38 AM Ask8:10:38 AM Underlying Strike price Expiration date Option type
0.470EUR +6.82% 0.460
Bid Size: 6,522		 0.480
Ask Size: 6,250		 GEA GROUP AG 42.00 - 2024-06-21 Put
 

Master data

WKN: PE802T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Put
Strike price: 42.00 -
Maturity: 2024-06-21
Issue date: 2023-02-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -8.17
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.44
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 0.44
Time value: 0.02
Break-even: 37.40
Moneyness: 1.12
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 4.55%
Delta: -0.83
Theta: -0.01
Omega: -6.80
Rho: -0.04
 

Quote data

Open: 0.440
High: 0.470
Low: 0.420
Previous Close: 0.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+27.03%
1 Month
  -18.97%
3 Months
  -7.84%
YTD
  -11.32%
1 Year
  -7.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.370
1M High / 1M Low: 0.590 0.370
6M High / 6M Low: 0.960 0.350
High (YTD): 2024-01-17 0.720
Low (YTD): 2024-03-22 0.350
52W High: 2023-10-27 1.090
52W Low: 2024-03-22 0.350
Avg. price 1W:   0.408
Avg. volume 1W:   0.000
Avg. price 1M:   0.492
Avg. volume 1M:   0.000
Avg. price 6M:   0.586
Avg. volume 6M:   0.000
Avg. price 1Y:   0.642
Avg. volume 1Y:   0.000
Volatility 1M:   125.45%
Volatility 6M:   116.88%
Volatility 1Y:   93.78%
Volatility 3Y:   -