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

EUWAX
2024-05-31  6:14:41 PM Chg.+0.050 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.580EUR +9.43% -
Bid Size: -		 -
Ask Size: -		 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: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.94%
1 Month
  -41.41%
3 Months
  -4.92%
YTD
  -55.73%
1 Year
  -62.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.500
1M High / 1M Low: 1.010 0.290
6M High / 6M Low: 1.810 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:   0.532
Avg. volume 1M:   0.000
Avg. price 6M:   0.902
Avg. volume 6M:   0.000
Avg. price 1Y:   1.227
Avg. volume 1Y:   3.906
Volatility 1M:   301.92%
Volatility 6M:   166.94%
Volatility 1Y:   125.63%
Volatility 3Y:   -