OverviewChartNewsTraderScreen

BNP Paribas Put 52 FRA 21.06.2024/  DE000PE80YT7  /

EUWAX
2024-05-28  9:15:59 AM Chg.+0.010 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.140EUR +7.69% -
Bid Size: -		 -
Ask Size: -		 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: -34.90
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.28
Parity: -0.04
Time value: 0.15
Break-even: 50.50
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.70
Spread abs.: 0.02
Spread %: 15.38%
Delta: -0.44
Theta: -0.03
Omega: -15.34
Rho: -0.02
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -73.08%
3 Months
  -58.82%
YTD
  -54.84%
1 Year
  -83.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.130
1M High / 1M Low: 0.560 0.130
6M High / 6M Low: 0.790 0.130
High (YTD): 2024-04-16 0.790
Low (YTD): 2024-05-27 0.130
52W High: 2023-10-20 0.930
52W Low: 2024-05-27 0.130
Avg. price 1W:   0.180
Avg. volume 1W:   0.000
Avg. price 1M:   0.323
Avg. volume 1M:   0.000
Avg. price 6M:   0.379
Avg. volume 6M:   0.000
Avg. price 1Y:   0.540
Avg. volume 1Y:   0.000
Volatility 1M:   314.59%
Volatility 6M:   192.82%
Volatility 1Y:   154.37%
Volatility 3Y:   -