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BNP Paribas Put 6 SHA 21.06.2024/  DE000PE84PH2  /

Frankfurt Zert./BNP
2024-05-31  9:20:23 PM Chg.+0.010 Bid9:56:43 PM Ask9:56:43 PM Underlying Strike price Expiration date Option type
0.190EUR +5.56% 0.180
Bid Size: 10,000		 0.230
Ask Size: 10,000		 SCHAEFFLER AG INH. V... 6.00 - 2024-06-21 Put
 

Master data

WKN: PE84PH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SCHAEFFLER AG INH. VZO
Type: Warrant
Option type: Put
Strike price: 6.00 -
Maturity: 2024-06-21
Issue date: 2023-02-14
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -25.76
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.08
Implied volatility: 0.35
Historic volatility: 0.28
Parity: 0.08
Time value: 0.16
Break-even: 5.77
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.60
Spread abs.: 0.05
Spread %: 27.78%
Delta: -0.53
Theta: 0.00
Omega: -13.76
Rho: 0.00
 

Quote data

Open: 0.180
High: 0.200
Low: 0.180
Previous Close: 0.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -26.92%
1 Month
  -66.07%
3 Months
  -47.22%
YTD
  -78.65%
1 Year
  -84.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.170
1M High / 1M Low: 0.580 0.110
6M High / 6M Low: 1.340 0.110
High (YTD): 2024-01-05 1.000
Low (YTD): 2024-05-20 0.110
52W High: 2023-10-30 1.590
52W Low: 2024-05-20 0.110
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.216
Avg. volume 1M:   0.000
Avg. price 6M:   0.556
Avg. volume 6M:   0.000
Avg. price 1Y:   0.863
Avg. volume 1Y:   0.000
Volatility 1M:   384.14%
Volatility 6M:   209.30%
Volatility 1Y:   155.83%
Volatility 3Y:   -