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BNP Paribas Put 55 FRA 21.06.2024/  DE000PE80YU5  /

EUWAX
6/3/2024  6:09:25 PM Chg.-0.050 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.210EUR -19.23% -
Bid Size: -		 -
Ask Size: -		 FRAPORT AG FFM.AIRPO... 55.00 - 6/21/2024 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: 6/21/2024
Issue date: 2/13/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -18.31
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.19
Implied volatility: 0.39
Historic volatility: 0.28
Parity: 0.19
Time value: 0.10
Break-even: 52.10
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.46
Spread abs.: 0.03
Spread %: 11.54%
Delta: -0.63
Theta: -0.04
Omega: -11.60
Rho: -0.02
 

Quote data

Open: 0.240
High: 0.240
Low: 0.180
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.26%
1 Month
  -70.83%
3 Months
  -63.16%
YTD
  -51.16%
1 Year
  -78.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.260
1M High / 1M Low: 0.790 0.260
6M High / 6M Low: 1.060 0.260
High (YTD): 4/16/2024 1.060
Low (YTD): 5/31/2024 0.260
52W High: 10/20/2023 1.150
52W Low: 5/31/2024 0.260
Avg. price 1W:   0.314
Avg. volume 1W:   0.000
Avg. price 1M:   0.476
Avg. volume 1M:   0.000
Avg. price 6M:   0.546
Avg. volume 6M:   0.000
Avg. price 1Y:   0.706
Avg. volume 1Y:   0.000
Volatility 1M:   268.74%
Volatility 6M:   167.65%
Volatility 1Y:   138.10%
Volatility 3Y:   -