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BNP Paribas Put 6.5 SHA 21.06.202.../  DE000PE84PJ8  /

Frankfurt Zert./BNP
2024-05-31  9:20:31 PM Chg.+0.010 Bid9:56:45 PM Ask9:56:45 PM Underlying Strike price Expiration date Option type
0.560EUR +1.82% 0.550
Bid Size: 5,455		 0.640
Ask Size: 4,688		 SCHAEFFLER AG INH. V... 6.50 - 2024-06-21 Put
 

Master data

WKN: PE84PJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SCHAEFFLER AG INH. VZO
Type: Warrant
Option type: Put
Strike price: 6.50 -
Maturity: 2024-06-21
Issue date: 2023-02-14
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -9.26
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.58
Implied volatility: 0.47
Historic volatility: 0.28
Parity: 0.58
Time value: 0.07
Break-even: 5.86
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.22
Spread abs.: 0.09
Spread %: 16.36%
Delta: -0.78
Theta: 0.00
Omega: -7.21
Rho: 0.00
 

Quote data

Open: 0.540
High: 0.580
Low: 0.540
Previous Close: 0.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -43.43%
3 Months
  -6.67%
YTD
  -57.25%
1 Year
  -64.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.490
1M High / 1M Low: 1.010 0.290
6M High / 6M Low: 1.800 0.290
High (YTD): 2024-01-05 1.450
Low (YTD): 2024-05-10 0.290
52W High: 2023-10-30 2.030
52W Low: 2024-05-10 0.290
Avg. price 1W:   0.542
Avg. volume 1W:   0.000
Avg. price 1M:   0.515
Avg. volume 1M:   0.000
Avg. price 6M:   0.897
Avg. volume 6M:   0.000
Avg. price 1Y:   1.224
Avg. volume 1Y:   0.000
Volatility 1M:   302.03%
Volatility 6M:   168.62%
Volatility 1Y:   126.68%
Volatility 3Y:   -