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BNP Paribas Put 420 SRT3 20.12.20.../  DE000PE85HA1  /

EUWAX
2024-06-07  8:19:58 AM Chg.0.00 Bid9:56:08 AM Ask9:56:08 AM Underlying Strike price Expiration date Option type
1.71EUR 0.00% 1.72
Bid Size: 41,500		 1.74
Ask Size: 41,500		 SARTORIUS AG VZO O.N... 420.00 - 2024-12-20 Put
 

Master data

WKN: PE85HA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 420.00 -
Maturity: 2024-12-20
Issue date: 2023-02-15
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -1.44
Leverage: Yes

Calculated values

Fair value: 1.70
Intrinsic value: 1.70
Implied volatility: 0.64
Historic volatility: 0.46
Parity: 1.70
Time value: 0.03
Break-even: 247.00
Moneyness: 1.68
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 1.17%
Delta: -0.79
Theta: -0.05
Omega: -1.15
Rho: -1.99
 

Quote data

Open: 1.71
High: 1.71
Low: 1.71
Previous Close: 1.71
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.47%
1 Month  
+20.42%
3 Months  
+103.57%
YTD  
+54.05%
1 Year  
+58.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.84 1.71
1M High / 1M Low: 1.84 1.32
6M High / 6M Low: 1.84 0.77
High (YTD): 2024-06-04 1.84
Low (YTD): 2024-03-22 0.77
52W High: 2023-10-30 2.02
52W Low: 2024-03-22 0.77
Avg. price 1W:   1.78
Avg. volume 1W:   0.00
Avg. price 1M:   1.59
Avg. volume 1M:   0.00
Avg. price 6M:   1.18
Avg. volume 6M:   0.00
Avg. price 1Y:   1.22
Avg. volume 1Y:   0.00
Volatility 1M:   57.33%
Volatility 6M:   83.87%
Volatility 1Y:   84.86%
Volatility 3Y:   -