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BNP Paribas Put 52 FRA 21.06.2024/  DE000PE80YT7  /

EUWAX
2024-06-03  6:09:25 PM Chg.- Bid8:21:01 AM Ask8:21:01 AM Underlying Strike price Expiration date Option type
0.069EUR - 0.066
Bid Size: 10,000		 0.091
Ask Size: 10,000		 FRAPORT AG FFM.AIRPO... 52.00 - 2024-06-21 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: 2024-06-21
Issue date: 2023-02-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -40.85
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.28
Parity: -0.11
Time value: 0.13
Break-even: 50.70
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 1.45
Spread abs.: 0.03
Spread %: 30.00%
Delta: -0.38
Theta: -0.05
Omega: -15.55
Rho: -0.01
 

Quote data

Open: 0.080
High: 0.080
Low: 0.054
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.71%
1 Month
  -85.32%
3 Months
  -82.75%
YTD
  -77.74%
1 Year
  -91.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.069
1M High / 1M Low: 0.520 0.069
6M High / 6M Low: 0.790 0.069
High (YTD): 2024-04-16 0.790
Low (YTD): 2024-06-03 0.069
52W High: 2023-10-20 0.930
52W Low: 2024-06-03 0.069
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.249
Avg. volume 1M:   0.000
Avg. price 6M:   0.369
Avg. volume 6M:   0.000
Avg. price 1Y:   0.527
Avg. volume 1Y:   0.000
Volatility 1M:   368.10%
Volatility 6M:   206.25%
Volatility 1Y:   163.71%
Volatility 3Y:   -