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BNP Paribas Put 50 FRA 21.06.2024/  DE000PE80YS9  /

Frankfurt Zert./BNP
6/3/2024  9:20:26 PM Chg.-0.014 Bid6/3/2024 Ask6/3/2024 Underlying Strike price Expiration date Option type
0.027EUR -34.15% 0.027
Bid Size: 10,000		 0.052
Ask Size: 10,000		 FRAPORT AG FFM.AIRPO... 50.00 - 6/21/2024 Put
 

Master data

WKN: PE80YS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 6/21/2024
Issue date: 2/13/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -81.69
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.28
Parity: -0.31
Time value: 0.07
Break-even: 49.35
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 2.99
Spread abs.: 0.03
Spread %: 62.50%
Delta: -0.23
Theta: -0.04
Omega: -18.64
Rho: -0.01
 

Quote data

Open: 0.032
High: 0.034
Low: 0.020
Previous Close: 0.041
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -73.00%
1 Month
  -92.06%
3 Months
  -91.00%
YTD
  -89.20%
1 Year
  -96.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.027
1M High / 1M Low: 0.370 0.027
6M High / 6M Low: 0.630 0.027
High (YTD): 4/16/2024 0.630
Low (YTD): 6/3/2024 0.027
52W High: 10/20/2023 0.790
52W Low: 6/3/2024 0.027
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.158
Avg. volume 1M:   0.000
Avg. price 6M:   0.278
Avg. volume 6M:   0.000
Avg. price 1Y:   0.430
Avg. volume 1Y:   0.000
Volatility 1M:   450.91%
Volatility 6M:   233.81%
Volatility 1Y:   182.55%
Volatility 3Y:   -