BNP Paribas Put 50 FRA 21.06.2024
/ DE000PE80YS9
BNP Paribas Put 50 FRA 21.06.2024/ DE000PE80YS9 /
2024-05-15 2:21:05 PM |
Chg.-0.040 |
Bid2:26:49 PM |
Ask2:26:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
-23.53% |
0.130 Bid Size: 27,000 |
0.140 Ask Size: 27,000 |
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: |
-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: |
0.120 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-56.67% |
1 Month |
|
|
-79.03% |
3 Months |
|
|
-50.00% |
YTD |
|
|
-48.00% |
1 Year |
|
|
-83.33% |
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: |
|
- |