BNP Paribas Put 58 FRA 21.06.2024
/ DE000PE80YV3
BNP Paribas Put 58 FRA 21.06.2024/ DE000PE80YV3 /
| 2024-04-16 9:20:22 PM |
Chg.+0.010 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
+0.75% |
-
Bid Size: - |
-
Ask Size: - |
FRAPORT AG FFM.AIRPO... |
58.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
PE80YV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
58.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-13 |
| Last trading day: |
2024-04-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
1.44 |
| Historic volatility: |
0.29 |
| Parity: |
0.74 |
| Time value: |
0.64 |
| Break-even: |
44.20 |
| Moneyness: |
1.15 |
| Premium: |
0.13 |
| Premium p.a.: |
2.24 |
| Spread abs.: |
0.02 |
| Spread %: |
1.47% |
| Delta: |
-0.52 |
| Theta: |
-0.12 |
| Omega: |
-1.92 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.360 |
| High: |
1.360 |
| Low: |
1.310 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+0.75% |
| 3 Months |
|
|
+98.53% |
| YTD |
|
|
+132.76% |
| 1 Year |
|
|
+4.65% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.350 |
1.340 |
| 6M High / 6M Low: |
1.350 |
0.500 |
| High (YTD): |
2024-04-16 |
1.350 |
| Low (YTD): |
2024-02-06 |
0.500 |
| 52W High: |
2023-10-20 |
1.390 |
| 52W Low: |
2024-02-06 |
0.500 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.345 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.731 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.938 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
119.36% |
| Volatility 1Y: |
|
106.50% |
| Volatility 3Y: |
|
- |
