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BNP Paribas Call 52 FRA 21.06.202.../  DE000PE80X78  /

Frankfurt Zert./BNP
2024-06-05  5:21:12 PM Chg.0.000 Bid5:38:02 PM Ask5:38:02 PM Underlying Strike price Expiration date Option type
0.250EUR 0.00% 0.250
Bid Size: 10,000		 0.280
Ask Size: 10,000		 FRAPORT AG FFM.AIRPO... 52.00 - 2024-06-21 Call
 

Master data

WKN: PE80X7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 52.00 -
Maturity: 2024-06-21
Issue date: 2023-02-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.21
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.18
Implied volatility: 0.38
Historic volatility: 0.28
Parity: 0.18
Time value: 0.10
Break-even: 54.80
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.52
Spread abs.: 0.03
Spread %: 12.00%
Delta: 0.69
Theta: -0.05
Omega: 13.18
Rho: 0.01
 

Quote data

Open: 0.250
High: 0.270
Low: 0.230
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+108.33%
1 Month  
+177.78%
3 Months
  -13.79%
YTD
  -63.77%
1 Year
  -51.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.120
1M High / 1M Low: 0.250 0.056
6M High / 6M Low: 0.860 0.056
High (YTD): 2024-01-09 0.720
Low (YTD): 2024-05-10 0.056
52W High: 2023-12-14 0.860
52W Low: 2024-05-10 0.056
Avg. price 1W:   0.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.148
Avg. volume 1M:   0.000
Avg. price 6M:   0.371
Avg. volume 6M:   0.000
Avg. price 1Y:   0.440
Avg. volume 1Y:   0.000
Volatility 1M:   597.13%
Volatility 6M:   304.70%
Volatility 1Y:   242.41%
Volatility 3Y:   -