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BNP Paribas Put 6 SHA 21.06.2024/  DE000PE84PH2  /

EUWAX
2024-06-07  6:09:21 PM Chg.-0.030 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.160EUR -15.79% -
Bid Size: -		 -
Ask Size: -		 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: -28.14
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.09
Implied volatility: 0.37
Historic volatility: 0.28
Parity: 0.09
Time value: 0.12
Break-even: 5.79
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.76
Spread abs.: 0.05
Spread %: 31.25%
Delta: -0.56
Theta: -0.01
Omega: -15.89
Rho: 0.00
 

Quote data

Open: 0.190
High: 0.220
Low: 0.160
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month     0.00%
3 Months
  -61.90%
YTD
  -82.02%
1 Year
  -85.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.160
1M High / 1M Low: 0.250 0.110
6M High / 6M Low: 1.310 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:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.174
Avg. volume 1M:   0.000
Avg. price 6M:   0.514
Avg. volume 6M:   0.000
Avg. price 1Y:   0.845
Avg. volume 1Y:   0.000
Volatility 1M:   333.09%
Volatility 6M:   217.66%
Volatility 1Y:   161.49%
Volatility 3Y:   -