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BNP Paribas Put 52 FRA 21.06.2024/  DE000PE80YT7  /

Frankfurt Zert./BNP
2024-06-10  9:20:26 PM Chg.+0.024 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
0.067EUR +55.81% 0.069
Bid Size: 10,000		 0.094
Ask Size: 10,000		 FRAPORT AG FFM.AIRPO... 52.00 - 2024-06-21 Put
 

Master data

WKN: PE80YT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Put
Strike price: 52.00 -
Maturity: 2024-06-21
Issue date: 2023-02-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -79.34
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.28
Parity: -0.20
Time value: 0.07
Break-even: 51.32
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 3.85
Spread abs.: 0.03
Spread %: 58.14%
Delta: -0.28
Theta: -0.06
Omega: -22.31
Rho: 0.00
 

Quote data

Open: 0.044
High: 0.078
Low: 0.044
Previous Close: 0.043
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.63%
1 Month
  -87.12%
3 Months
  -80.29%
YTD
  -78.39%
1 Year
  -92.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.071 0.043
1M High / 1M Low: 0.520 0.043
6M High / 6M Low: 0.780 0.043
High (YTD): 2024-04-16 0.780
Low (YTD): 2024-06-07 0.043
52W High: 2023-10-20 0.920
52W Low: 2024-06-07 0.043
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.175
Avg. volume 1M:   0.000
Avg. price 6M:   0.360
Avg. volume 6M:   0.000
Avg. price 1Y:   0.513
Avg. volume 1Y:   0.000
Volatility 1M:   350.69%
Volatility 6M:   204.23%
Volatility 1Y:   162.96%
Volatility 3Y:   -