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BNP Paribas Put 45 FRA 21.06.2024/  DE000PE80YQ3  /

EUWAX
2024-05-15  4:14:42 PM Chg.-0.016 Bid5:03:23 PM Ask5:03:23 PM Underlying Strike price Expiration date Option type
0.026EUR -38.10% 0.026
Bid Size: 30,000		 0.036
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: 0.030
High: 0.031
Low: 0.024
Previous Close: 0.042
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -74.00%
1 Month
  -90.71%
3 Months
  -78.33%
YTD
  -81.43%
1 Year
  -95.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.310 0.100
6M High / 6M Low: 0.310 0.086
High (YTD): 2024-04-16 0.310
Low (YTD): 2024-03-15 0.086
52W High: 2023-06-09 0.540
52W Low: 2024-03-15 0.086
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.178
Avg. volume 1M:   0.000
Avg. price 6M:   0.153
Avg. volume 6M:   0.000
Avg. price 1Y:   0.279
Avg. volume 1Y:   0.000
Volatility 1M:   193.41%
Volatility 6M:   195.47%
Volatility 1Y:   159.26%
Volatility 3Y:   -