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BNP Paribas Call 48 FRA 21.06.202.../  DE000PE80X52  /

EUWAX
2024-06-03  6:09:27 PM Chg.+0.060 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.570EUR +11.76% -
Bid Size: -		 -
Ask Size: -		 FRAPORT AG FFM.AIRPO... 48.00 - 2024-06-21 Call
 

Master data

WKN: PE80X5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 48.00 -
Maturity: 2024-06-21
Issue date: 2023-02-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.48
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.51
Implied volatility: 0.46
Historic volatility: 0.28
Parity: 0.51
Time value: 0.05
Break-even: 53.60
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.05
Spread %: 9.80%
Delta: 0.86
Theta: -0.04
Omega: 8.13
Rho: 0.02
 

Quote data

Open: 0.530
High: 0.620
Low: 0.530
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.28%
1 Month  
+119.23%
3 Months  
+9.62%
YTD
  -40.63%
1 Year
  -26.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.380
1M High / 1M Low: 0.530 0.190
6M High / 6M Low: 1.140 0.160
High (YTD): 2024-01-09 1.010
Low (YTD): 2024-04-16 0.160
52W High: 2023-12-15 1.140
52W Low: 2024-04-16 0.160
Avg. price 1W:   0.462
Avg. volume 1W:   0.000
Avg. price 1M:   0.381
Avg. volume 1M:   0.000
Avg. price 6M:   0.611
Avg. volume 6M:   0.000
Avg. price 1Y:   0.658
Avg. volume 1Y:   0.000
Volatility 1M:   358.16%
Volatility 6M:   204.95%
Volatility 1Y:   173.95%
Volatility 3Y:   -