BNP Paribas Put 16 CBK 21.02.2025/  DE000PG98L13  /

EUWAX
1/24/2025  9:29:47 AM Chg.-0.040 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.140EUR -22.22% -
Bid Size: -
-
Ask Size: -
COMMERZBANK AG 16.00 EUR 2/21/2025 Put
 

Master data

WKN: PG98L1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Put
Strike price: 16.00 EUR
Maturity: 2/21/2025
Issue date: 10/28/2024
Last trading day: 2/20/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -100.58
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.32
Parity: -2.11
Time value: 0.18
Break-even: 15.82
Moneyness: 0.88
Premium: 0.13
Premium p.a.: 3.99
Spread abs.: 0.04
Spread %: 28.57%
Delta: -0.14
Theta: -0.01
Omega: -14.57
Rho: 0.00
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -87.83%
3 Months     -
YTD
  -86.14%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.200 0.140
1M High / 1M Low: 1.130 0.140
6M High / 6M Low: - -
High (YTD): 1/3/2025 0.920
Low (YTD): 1/24/2025 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.516
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -