BNP Paribas Put 6.5 SHA 21.06.2024
/ DE000PE84PJ8
BNP Paribas Put 6.5 SHA 21.06.202.../ DE000PE84PJ8 /
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: |
|
- |