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BNP Paribas Put 52 FRA 21.06.2024/  DE000PE80YT7  /

Frankfurt Zert./BNP
5/28/2024  9:20:30 PM Chg.+0.060 Bid8:04:07 AM Ask8:04:07 AM Underlying Strike price Expiration date Option type
0.190EUR +46.15% -
Bid Size: -		 -
Ask Size: -		 FRAPORT AG FFM.AIRPO... 52.00 - 6/21/2024 Put
 

Master data

WKN: PE80YT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Put
Strike price: 52.00 -
Maturity: 6/21/2024
Issue date: 2/13/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -34.90
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.28
Parity: -0.04
Time value: 0.15
Break-even: 50.50
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.70
Spread abs.: 0.02
Spread %: 15.38%
Delta: -0.44
Theta: -0.03
Omega: -15.34
Rho: -0.02
 

Quote data

Open: 0.120
High: 0.190
Low: 0.100
Previous Close: 0.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.52%
1 Month
  -62.75%
3 Months
  -44.12%
YTD
  -38.71%
1 Year
  -77.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.130
1M High / 1M Low: 0.560 0.130
6M High / 6M Low: 0.780 0.130
High (YTD): 4/16/2024 0.780
Low (YTD): 5/27/2024 0.130
52W High: 10/20/2023 0.920
52W Low: 5/27/2024 0.130
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.326
Avg. volume 1M:   0.000
Avg. price 6M:   0.380
Avg. volume 6M:   0.000
Avg. price 1Y:   0.540
Avg. volume 1Y:   0.000
Volatility 1M:   338.20%
Volatility 6M:   193.87%
Volatility 1Y:   155.09%
Volatility 3Y:   -