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BNP Paribas Put 55 FRA 21.06.2024/  DE000PE80YU5  /

Frankfurt Zert./BNP
2024-05-15  12:20:56 PM Chg.-0.080 Bid2024-05-15 Ask2024-05-15 Underlying Strike price Expiration date Option type
0.410EUR -16.33% 0.410
Bid Size: 12,000		 0.420
Ask Size: 12,000		 FRAPORT AG FFM.AIRPO... 55.00 - 2024-06-21 Put
 

Master data

WKN: PE80YU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Put
Strike price: 55.00 -
Maturity: 2024-06-21
Issue date: 2023-02-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.73
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.44
Implied volatility: 0.39
Historic volatility: 0.29
Parity: 0.44
Time value: 0.08
Break-even: 49.80
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 6.12%
Delta: -0.72
Theta: -0.02
Omega: -7.01
Rho: -0.04
 

Quote data

Open: 0.470
High: 0.470
Low: 0.410
Previous Close: 0.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -38.81%
1 Month
  -60.95%
3 Months
  -16.33%
YTD
  -4.65%
1 Year
  -62.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.490
1M High / 1M Low: 1.060 0.490
6M High / 6M Low: 1.060 0.350
High (YTD): 2024-04-16 1.060
Low (YTD): 2024-02-06 0.350
52W High: 2023-10-20 1.140
52W Low: 2024-02-06 0.350
Avg. price 1W:   0.664
Avg. volume 1W:   0.000
Avg. price 1M:   0.810
Avg. volume 1M:   0.000
Avg. price 6M:   0.575
Avg. volume 6M:   0.000
Avg. price 1Y:   0.741
Avg. volume 1Y:   0.000
Volatility 1M:   139.45%
Volatility 6M:   137.02%
Volatility 1Y:   120.25%
Volatility 3Y:   -