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BNP Paribas Put 55 FRA 21.06.2024/  DE000PE80YU5  /

EUWAX
10/06/2024  16:17:17 Chg.+0.070 Bid16:40:22 Ask16:40:22 Underlying Strike price Expiration date Option type
0.240EUR +41.18% 0.250
Bid Size: 11,500		 0.270
Ask Size: 11,500		 FRAPORT AG FFM.AIRPO... 55.00 - 21/06/2024 Put
 

Master data

WKN: PE80YU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Put
Strike price: 55.00 -
Maturity: 21/06/2024
Issue date: 13/02/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -26.98
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.11
Implied volatility: 0.39
Historic volatility: 0.28
Parity: 0.11
Time value: 0.10
Break-even: 53.00
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.78
Spread abs.: 0.03
Spread %: 17.65%
Delta: -0.59
Theta: -0.06
Omega: -16.03
Rho: -0.01
 

Quote data

Open: 0.190
High: 0.250
Low: 0.190
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -69.62%
3 Months
  -52.00%
YTD
  -44.19%
1 Year
  -78.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.170
1M High / 1M Low: 0.790 0.170
6M High / 6M Low: 1.060 0.170
High (YTD): 16/04/2024 1.060
Low (YTD): 07/06/2024 0.170
52W High: 20/10/2023 1.150
52W Low: 07/06/2024 0.170
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.354
Avg. volume 1M:   0.000
Avg. price 6M:   0.535
Avg. volume 6M:   0.000
Avg. price 1Y:   0.688
Avg. volume 1Y:   0.000
Volatility 1M:   261.03%
Volatility 6M:   169.02%
Volatility 1Y:   139.54%
Volatility 3Y:   -