BNP Paribas Put 50 FRA 21.06.2024
/ DE000PE80YS9
BNP Paribas Put 50 FRA 21.06.2024/ DE000PE80YS9 /
2024-06-10 7:20:28 PM |
Chg.+0.010 |
Bid2024-06-10 |
Ask2024-06-10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.021EUR |
+90.91% |
0.021 Bid Size: 10,000 |
0.046 Ask Size: 10,000 |
FRAPORT AG FFM.AIRPO... |
50.00 - |
2024-06-21 |
Put |
Master data
WKN: |
PE80YS |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FRAPORT AG FFM.AIRPORT |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-02-13 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-149.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.28 |
Parity: |
-0.40 |
Time value: |
0.04 |
Break-even: |
49.64 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
11.81 |
Spread abs.: |
0.03 |
Spread %: |
227.27% |
Delta: |
-0.16 |
Theta: |
-0.05 |
Omega: |
-23.30 |
Rho: |
0.00 |
Quote data
Open: |
0.011 |
High: |
0.025 |
Low: |
0.011 |
Previous Close: |
0.011 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-22.22% |
1 Month |
|
|
-94.32% |
3 Months |
|
|
-91.92% |
YTD |
|
|
-91.60% |
1 Year |
|
|
-97.34% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.027 |
0.011 |
1M High / 1M Low: |
0.370 |
0.011 |
6M High / 6M Low: |
0.630 |
0.011 |
High (YTD): |
2024-04-16 |
0.630 |
Low (YTD): |
2024-06-07 |
0.011 |
52W High: |
2023-10-20 |
0.790 |
52W Low: |
2024-06-07 |
0.011 |
Avg. price 1W: |
|
0.018 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.100 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.270 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.417 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
438.71% |
Volatility 6M: |
|
239.59% |
Volatility 1Y: |
|
186.88% |
Volatility 3Y: |
|
- |