BNP Paribas Put 45 FRA 20.09.2024/  DE000PC5CFY2  /

Frankfurt Zert./BNP
2024-07-29  3:20:57 PM Chg.0.000 Bid3:39:40 PM Ask3:39:40 PM Underlying Strike price Expiration date Option type
0.170EUR 0.00% 0.160
Bid Size: 30,000
0.170
Ask Size: 30,000
FRAPORT AG FFM.AIRPO... 45.00 EUR 2024-09-20 Put
 

Master data

WKN: PC5CFY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Put
Strike price: 45.00 EUR
Maturity: 2024-09-20
Issue date: 2024-02-20
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -26.06
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.28
Parity: -0.19
Time value: 0.18
Break-even: 43.20
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.69
Spread abs.: 0.01
Spread %: 5.88%
Delta: -0.35
Theta: -0.02
Omega: -9.11
Rho: -0.03
 

Quote data

Open: 0.160
High: 0.170
Low: 0.160
Previous Close: 0.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -39.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.170
1M High / 1M Low: 0.190 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.180
Avg. volume 1W:   0.000
Avg. price 1M:   0.168
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -