BNP Paribas Put 6 SHA 21.06.2024
/ DE000PE84PH2
BNP Paribas Put 6 SHA 21.06.2024/ DE000PE84PH2 /
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: |
|
- |