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BNP Paribas Put 42 G1A 21.06.2024/  DE000PE802T7  /

Frankfurt Zert./BNP
2024-05-17  2:21:08 PM Chg.-0.010 Bid2:42:12 PM Ask2:42:12 PM Underlying Strike price Expiration date Option type
0.460EUR -2.13% 0.460
Bid Size: 16,000		 0.480
Ask Size: 16,000		 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: -7.63
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.46
Implied volatility: 0.39
Historic volatility: 0.19
Parity: 0.46
Time value: 0.03
Break-even: 37.10
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 4.26%
Delta: -0.81
Theta: -0.01
Omega: -6.16
Rho: -0.03
 

Quote data

Open: 0.460
High: 0.470
Low: 0.440
Previous Close: 0.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+24.32%
1 Month
  -20.69%
3 Months
  -9.80%
YTD
  -13.21%
1 Year
  -9.80%
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:   -