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BNP Paribas Put 48 FRA 21.06.2024/  DE000PE80YR1  /

Frankfurt Zert./BNP
2024-05-14  9:20:21 PM Chg.-0.110 Bid2024-05-14 Ask2024-05-14 Underlying Strike price Expiration date Option type
0.100EUR -52.38% 0.100
Bid Size: 10,000		 0.120
Ask Size: 10,000		 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: -21.79
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.01
Implied volatility: 0.37
Historic volatility: 0.28
Parity: 0.01
Time value: 0.21
Break-even: 45.80
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 4.76%
Delta: -0.47
Theta: -0.03
Omega: -10.18
Rho: -0.03
 

Quote data

Open: 0.160
High: 0.210
Low: 0.090
Previous Close: 0.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -54.55%
1 Month
  -77.78%
3 Months
  -52.38%
YTD
  -50.00%
1 Year
  -85.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.200
1M High / 1M Low: 0.480 0.200
6M High / 6M Low: 0.480 0.140
High (YTD): 2024-04-16 0.480
Low (YTD): 2024-03-14 0.140
52W High: 2023-06-09 0.680
52W Low: 2024-03-14 0.140
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.306
Avg. volume 1M:   0.000
Avg. price 6M:   0.239
Avg. volume 6M:   0.000
Avg. price 1Y:   0.382
Avg. volume 1Y:   0.000
Volatility 1M:   159.61%
Volatility 6M:   166.99%
Volatility 1Y:   142.60%
Volatility 3Y:   -