BNP Paribas Put 52 BC8 21.06.2024/  DE000PE8ZDV6  /

Frankfurt Zert./BNP
2024-06-03  5:21:08 PM Chg.-0.050 Bid6:12:41 PM Ask6:12:41 PM Underlying Strike price Expiration date Option type
0.710EUR -6.58% 0.710
Bid Size: 4,400
0.750
Ask Size: 4,400
BECHTLE AG O.N. 52.00 - 2024-06-21 Put
 

Master data

WKN: PE8ZDV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BECHTLE AG O.N.
Type: Warrant
Option type: Put
Strike price: 52.00 -
Maturity: 2024-06-21
Issue date: 2023-02-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.65
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.74
Implied volatility: 0.69
Historic volatility: 0.25
Parity: 0.74
Time value: 0.05
Break-even: 44.10
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.28
Spread abs.: 0.04
Spread %: 5.33%
Delta: -0.82
Theta: -0.05
Omega: -4.62
Rho: -0.02
 

Quote data

Open: 0.720
High: 0.750
Low: 0.680
Previous Close: 0.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+42.00%
1 Month
  -4.05%
3 Months  
+31.48%
YTD
  -6.58%
1 Year
  -52.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.500
1M High / 1M Low: 0.810 0.500
6M High / 6M Low: 0.990 0.420
High (YTD): 2024-01-05 0.930
Low (YTD): 2024-04-08 0.420
52W High: 2023-07-06 1.630
52W Low: 2024-04-08 0.420
Avg. price 1W:   0.640
Avg. volume 1W:   0.000
Avg. price 1M:   0.656
Avg. volume 1M:   0.000
Avg. price 6M:   0.643
Avg. volume 6M:   0.000
Avg. price 1Y:   0.877
Avg. volume 1Y:   0.000
Volatility 1M:   147.08%
Volatility 6M:   138.13%
Volatility 1Y:   113.54%
Volatility 3Y:   -