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BNP Paribas Put 48 FRA 21.06.2024/  DE000PE80YR1  /

EUWAX
2024-05-29  9:29:16 AM Chg.+0.009 Bid10:41:44 AM Ask10:41:44 AM Underlying Strike price Expiration date Option type
0.037EUR +32.14% 0.043
Bid Size: 30,000		 0.053
Ask Size: 30,000		 FRAPORT AG FFM.AIRPO... 48.00 - 2024-06-21 Put
 

Master data

WKN: PE80YR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Put
Strike price: 48.00 -
Maturity: 2024-06-21
Issue date: 2023-02-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -86.69
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.28
Parity: -0.32
Time value: 0.06
Break-even: 47.41
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 2.06
Spread abs.: 0.02
Spread %: 34.09%
Delta: -0.22
Theta: -0.03
Omega: -18.78
Rho: -0.01
 

Quote data

Open: 0.037
High: 0.037
Low: 0.037
Previous Close: 0.028
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.21%
1 Month
  -86.30%
3 Months
  -80.53%
YTD
  -81.50%
1 Year
  -94.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.058 0.027
1M High / 1M Low: 0.290 0.027
6M High / 6M Low: 0.490 0.027
High (YTD): 2024-04-16 0.490
Low (YTD): 2024-05-27 0.027
52W High: 2023-10-20 0.680
52W Low: 2024-05-27 0.027
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   0.214
Avg. volume 6M:   0.000
Avg. price 1Y:   0.359
Avg. volume 1Y:   0.000
Volatility 1M:   367.99%
Volatility 6M:   226.10%
Volatility 1Y:   177.59%
Volatility 3Y:   -