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BNP Paribas Put 52 FRA 21.06.2024/  DE000PE80YT7  /

EUWAX
2024-05-15  6:15:47 PM Chg.-0.080 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.190EUR -29.63% -
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: -17.45
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.14
Implied volatility: 0.35
Historic volatility: 0.29
Parity: 0.14
Time value: 0.15
Break-even: 49.10
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 7.41%
Delta: -0.56
Theta: -0.03
Omega: -9.81
Rho: -0.03
 

Quote data

Open: 0.230
High: 0.230
Low: 0.190
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.81%
1 Month
  -75.95%
3 Months
  -51.28%
YTD
  -38.71%
1 Year
  -78.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.190
1M High / 1M Low: 0.790 0.190
6M High / 6M Low: 0.790 0.190
High (YTD): 2024-04-16 0.790
Low (YTD): 2024-05-15 0.190
52W High: 2023-10-20 0.930
52W Low: 2024-05-15 0.190
Avg. price 1W:   0.376
Avg. volume 1W:   0.000
Avg. price 1M:   0.532
Avg. volume 1M:   0.000
Avg. price 6M:   0.403
Avg. volume 6M:   0.000
Avg. price 1Y:   0.562
Avg. volume 1Y:   0.000
Volatility 1M:   204.69%
Volatility 6M:   168.02%
Volatility 1Y:   140.47%
Volatility 3Y:   -