BNP Paribas Put 48 FRA 21.06.2024
/ DE000PE80YR1
BNP Paribas Put 48 FRA 21.06.2024/ DE000PE80YR1 /
28/05/2024 09:15:59 |
Chg.+0.001 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.028EUR |
+3.70% |
- Bid Size: - |
- Ask Size: - |
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: |
-124.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.28 |
Parity: |
-0.44 |
Time value: |
0.04 |
Break-even: |
47.58 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
2.77 |
Spread abs.: |
0.02 |
Spread %: |
55.56% |
Delta: |
-0.16 |
Theta: |
-0.02 |
Omega: |
-19.63 |
Rho: |
-0.01 |
Quote data
Open: |
0.028 |
High: |
0.028 |
Low: |
0.028 |
Previous Close: |
0.027 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-51.72% |
1 Month |
|
|
-89.63% |
3 Months |
|
|
-85.26% |
YTD |
|
|
-86.00% |
1 Year |
|
|
-95.63% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.058 |
0.027 |
1M High / 1M Low: |
0.290 |
0.027 |
6M High / 6M Low: |
0.490 |
0.027 |
High (YTD): |
16/04/2024 |
0.490 |
Low (YTD): |
27/05/2024 |
0.027 |
52W High: |
20/10/2023 |
0.680 |
52W Low: |
27/05/2024 |
0.027 |
Avg. price 1W: |
|
0.045 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.138 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.214 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.359 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
367.99% |
Volatility 6M: |
|
226.10% |
Volatility 1Y: |
|
177.59% |
Volatility 3Y: |
|
- |