BNP Paribas Put 45 FRA 21.06.2024/  DE000PE80YQ3  /

Frankfurt Zert./BNP
2024-05-15  2:20:51 PM Chg.-0.013 Bid2:51:13 PM Ask2:51:13 PM Underlying Strike price Expiration date Option type
0.030EUR -30.23% 0.025
Bid Size: 30,000
0.035
Ask Size: 30,000
FRAPORT AG FFM.AIRPO... 45.00 - 2024-06-21 Put
 

Master data

WKN: PE80YQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 2024-06-21
Issue date: 2023-02-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -87.24
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.29
Parity: -0.56
Time value: 0.06
Break-even: 44.42
Moneyness: 0.89
Premium: 0.12
Premium p.a.: 2.12
Spread abs.: 0.02
Spread %: 34.88%
Delta: -0.16
Theta: -0.02
Omega: -13.84
Rho: -0.01
 

Quote data

Open: 0.038
High: 0.038
Low: 0.025
Previous Close: 0.043
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -70.00%
1 Month
  -90.00%
3 Months
  -75.00%
YTD
  -76.92%
1 Year
  -94.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.043
1M High / 1M Low: 0.310 0.043
6M High / 6M Low: 0.310 0.043
High (YTD): 2024-04-16 0.310
Low (YTD): 2024-05-14 0.043
52W High: 2023-06-09 0.540
52W Low: 2024-05-14 0.043
Avg. price 1W:   0.095
Avg. volume 1W:   0.000
Avg. price 1M:   0.172
Avg. volume 1M:   0.000
Avg. price 6M:   0.152
Avg. volume 6M:   0.000
Avg. price 1Y:   0.278
Avg. volume 1Y:   0.000
Volatility 1M:   252.67%
Volatility 6M:   204.07%
Volatility 1Y:   165.32%
Volatility 3Y:   -