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BNP Paribas Call 50 FRA 21.06.202.../  DE000PE80X60  /

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
0.390EUR +18.18% -
Bid Size: -		 -
Ask Size: -		 FRAPORT AG FFM.AIRPO... 50.00 - 2024-06-21 Call
 

Master data

WKN: PE80X6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2023-02-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.97
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.31
Implied volatility: 0.39
Historic volatility: 0.28
Parity: 0.31
Time value: 0.07
Break-even: 53.80
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.30
Spread abs.: 0.05
Spread %: 15.15%
Delta: 0.78
Theta: -0.04
Omega: 10.87
Rho: 0.02
 

Quote data

Open: 0.350
High: 0.430
Low: 0.350
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.81%
1 Month  
+143.75%
3 Months
  -2.50%
YTD
  -52.44%
1 Year
  -42.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.230
1M High / 1M Low: 0.370 0.110
6M High / 6M Low: 0.990 0.100
High (YTD): 2024-01-09 0.860
Low (YTD): 2024-04-16 0.100
52W High: 2023-12-15 0.990
52W Low: 2024-04-16 0.100
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.247
Avg. volume 1M:   0.000
Avg. price 6M:   0.485
Avg. volume 6M:   0.000
Avg. price 1Y:   0.543
Avg. volume 1Y:   0.000
Volatility 1M:   467.43%
Volatility 6M:   250.36%
Volatility 1Y:   206.29%
Volatility 3Y:   -