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BNP Paribas Put 50 FRA 21.06.2024/  DE000PE80YS9  /

EUWAX
2024-06-04  2:18:41 PM Chg.+0.007 Bid2:31:18 PM Ask2:31:18 PM Underlying Strike price Expiration date Option type
0.034EUR +25.93% 0.034
Bid Size: 30,000		 0.054
Ask Size: 30,000		 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: -103.27
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.28
Parity: -0.37
Time value: 0.05
Break-even: 49.48
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 4.07
Spread abs.: 0.03
Spread %: 92.59%
Delta: -0.19
Theta: -0.04
Omega: -19.74
Rho: -0.01
 

Quote data

Open: 0.031
High: 0.039
Low: 0.031
Previous Close: 0.027
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.88%
1 Month
  -90.00%
3 Months
  -89.03%
YTD
  -86.40%
1 Year
  -95.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.027
1M High / 1M Low: 0.370 0.027
6M High / 6M Low: 0.630 0.027
High (YTD): 2024-04-16 0.630
Low (YTD): 2024-06-03 0.027
52W High: 2023-10-20 0.800
52W Low: 2024-06-03 0.027
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.155
Avg. volume 1M:   0.000
Avg. price 6M:   0.278
Avg. volume 6M:   0.000
Avg. price 1Y:   0.430
Avg. volume 1Y:   0.000
Volatility 1M:   413.61%
Volatility 6M:   228.83%
Volatility 1Y:   179.64%
Volatility 3Y:   -