BNP Paribas Put 52 BC8 21.06.2024
/ DE000PE8ZDV6
BNP Paribas Put 52 BC8 21.06.2024/ DE000PE8ZDV6 /
6/3/2024 6:09:18 PM |
Chg.-0.080 |
Bid6:12:43 PM |
Ask6:12:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
-10.26% |
0.710 Bid Size: 4,400 |
0.750 Ask Size: 4,400 |
BECHTLE AG O.N. |
52.00 - |
6/21/2024 |
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: |
6/21/2024 |
Issue date: |
2/10/2023 |
Last trading day: |
6/20/2024 |
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: |
0.750 |
High: |
0.750 |
Low: |
0.680 |
Previous Close: |
0.780 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+40.00% |
1 Month |
|
|
-4.11% |
3 Months |
|
|
+29.63% |
YTD |
|
|
-7.89% |
1 Year |
|
|
-53.64% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.500 |
1M High / 1M Low: |
0.810 |
0.500 |
6M High / 6M Low: |
0.990 |
0.420 |
High (YTD): |
1/5/2024 |
0.930 |
Low (YTD): |
4/8/2024 |
0.420 |
52W High: |
7/6/2023 |
1.630 |
52W Low: |
4/8/2024 |
0.420 |
Avg. price 1W: |
|
0.624 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.651 |
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: |
|
175.49% |
Volatility 6M: |
|
140.94% |
Volatility 1Y: |
|
115.03% |
Volatility 3Y: |
|
- |