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BNP Paribas Put 48 FRA 21.06.2024/  DE000PE80YR1  /

Frankfurt Zert./BNP
2024-05-15  1:20:53 PM Chg.-0.035 Bid1:58:36 PM Ask1:58:36 PM Underlying Strike price Expiration date Option type
0.065EUR -35.00% 0.075
Bid Size: 30,000		 0.085
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: -42.17
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.29
Parity: -0.26
Time value: 0.12
Break-even: 46.80
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 1.04
Spread abs.: 0.02
Spread %: 20.00%
Delta: -0.30
Theta: -0.03
Omega: -12.49
Rho: -0.02
 

Quote data

Open: 0.090
High: 0.090
Low: 0.065
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -67.50%
1 Month
  -86.17%
3 Months
  -65.79%
YTD
  -67.50%
1 Year
  -90.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.100
1M High / 1M Low: 0.480 0.100
6M High / 6M Low: 0.480 0.100
High (YTD): 2024-04-16 0.480
Low (YTD): 2024-05-14 0.100
52W High: 2023-06-09 0.680
52W Low: 2024-05-14 0.100
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.297
Avg. volume 1M:   0.000
Avg. price 6M:   0.237
Avg. volume 6M:   0.000
Avg. price 1Y:   0.380
Avg. volume 1Y:   0.000
Volatility 1M:   229.04%
Volatility 6M:   181.71%
Volatility 1Y:   151.26%
Volatility 3Y:   -