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BNP Paribas Put 50 FRA 21.06.2024/  DE000PE80YS9  /

Frankfurt Zert./BNP
2024-05-15  11:21:09 AM Chg.-0.030 Bid11:30:23 AM Ask11:30:23 AM Underlying Strike price Expiration date Option type
0.140EUR -17.65% 0.140
Bid Size: 26,500		 0.150
Ask Size: 26,500		 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: -26.63
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.29
Parity: -0.06
Time value: 0.19
Break-even: 48.10
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.61
Spread abs.: 0.02
Spread %: 11.76%
Delta: -0.42
Theta: -0.03
Omega: -11.25
Rho: -0.02
 

Quote data

Open: 0.160
High: 0.160
Low: 0.140
Previous Close: 0.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -53.33%
1 Month
  -77.42%
3 Months
  -46.15%
YTD
  -44.00%
1 Year
  -82.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.170
1M High / 1M Low: 0.630 0.170
6M High / 6M Low: 0.630 0.170
High (YTD): 2024-04-16 0.630
Low (YTD): 2024-05-14 0.170
52W High: 2023-10-20 0.790
52W Low: 2024-05-14 0.170
Avg. price 1W:   0.292
Avg. volume 1W:   0.000
Avg. price 1M:   0.415
Avg. volume 1M:   0.000
Avg. price 6M:   0.313
Avg. volume 6M:   0.000
Avg. price 1Y:   0.466
Avg. volume 1Y:   0.000
Volatility 1M:   208.18%
Volatility 6M:   171.02%
Volatility 1Y:   143.74%
Volatility 3Y:   -