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BNP Paribas Put 52 FRA 21.06.2024/  DE000PE80YT7  /

EUWAX
2024-05-14  6:16:26 PM Chg.-0.200 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.270EUR -42.55% -
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: -9.99
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.41
Implied volatility: 0.37
Historic volatility: 0.28
Parity: 0.41
Time value: 0.07
Break-even: 47.20
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 2.13%
Delta: -0.72
Theta: -0.02
Omega: -7.18
Rho: -0.04
 

Quote data

Open: 0.400
High: 0.460
Low: 0.260
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.21%
1 Month
  -63.51%
3 Months
  -20.59%
YTD
  -12.90%
1 Year
  -69.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.270
1M High / 1M Low: 0.790 0.270
6M High / 6M Low: 0.790 0.240
High (YTD): 2024-04-16 0.790
Low (YTD): 2024-02-06 0.240
52W High: 2023-10-20 0.930
52W Low: 2024-02-06 0.240
Avg. price 1W:   0.424
Avg. volume 1W:   0.000
Avg. price 1M:   0.559
Avg. volume 1M:   0.000
Avg. price 6M:   0.405
Avg. volume 6M:   0.000
Avg. price 1Y:   0.565
Avg. volume 1Y:   0.000
Volatility 1M:   189.72%
Volatility 6M:   162.97%
Volatility 1Y:   137.46%
Volatility 3Y:   -