OverviewChartNewsTraderScreen

BNP Paribas Put 52 FRA 21.06.2024/  DE000PE80YT7  /

Frankfurt Zert./BNP
6/4/2024  9:20:26 PM Chg.-0.010 Bid9:42:24 PM Ask9:42:24 PM Underlying Strike price Expiration date Option type
0.061EUR -14.08% 0.060
Bid Size: 10,000		 0.085
Ask Size: 10,000		 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: -57.13
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.28
Parity: -0.17
Time value: 0.09
Break-even: 51.06
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 1.80
Spread abs.: 0.03
Spread %: 36.23%
Delta: -0.32
Theta: -0.04
Omega: -18.37
Rho: -0.01
 

Quote data

Open: 0.065
High: 0.100
Low: 0.060
Previous Close: 0.071
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -64.12%
1 Month
  -87.02%
3 Months
  -84.36%
YTD
  -80.32%
1 Year
  -93.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.061
1M High / 1M Low: 0.520 0.061
6M High / 6M Low: 0.780 0.061
High (YTD): 4/16/2024 0.780
Low (YTD): 6/4/2024 0.061
52W High: 10/20/2023 0.920
52W Low: 6/4/2024 0.061
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.243
Avg. volume 1M:   0.000
Avg. price 6M:   0.367
Avg. volume 6M:   0.000
Avg. price 1Y:   0.526
Avg. volume 1Y:   0.000
Volatility 1M:   357.75%
Volatility 6M:   203.26%
Volatility 1Y:   161.43%
Volatility 3Y:   -