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BNP Paribas Put 48 FRA 21.06.2024/  DE000PE80YR1  /

Frankfurt Zert./BNP
31/05/2024  17:20:54 Chg.-0.011 Bid17:50:26 Ask17:50:26 Underlying Strike price Expiration date Option type
0.013EUR -45.83% 0.014
Bid Size: 10,000		 0.039
Ask Size: 10,000		 FRAPORT AG FFM.AIRPO... 48.00 - 21/06/2024 Put
 

Master data

WKN: PE80YR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Put
Strike price: 48.00 -
Maturity: 21/06/2024
Issue date: 13/02/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -135.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.28
Parity: -0.47
Time value: 0.04
Break-even: 47.61
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 3.90
Spread abs.: 0.02
Spread %: 62.50%
Delta: -0.15
Theta: -0.03
Omega: -19.76
Rho: 0.00
 

Quote data

Open: 0.016
High: 0.023
Low: 0.013
Previous Close: 0.024
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -77.59%
1 Month
  -95.52%
3 Months
  -93.16%
YTD
  -93.50%
1 Year
  -97.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.058 0.024
1M High / 1M Low: 0.290 0.024
6M High / 6M Low: 0.480 0.024
High (YTD): 16/04/2024 0.480
Low (YTD): 30/05/2024 0.024
52W High: 09/06/2023 0.680
52W Low: 30/05/2024 0.024
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.124
Avg. volume 1M:   0.000
Avg. price 6M:   0.210
Avg. volume 6M:   0.000
Avg. price 1Y:   0.354
Avg. volume 1Y:   0.000
Volatility 1M:   439.32%
Volatility 6M:   240.48%
Volatility 1Y:   187.21%
Volatility 3Y:   -