BNP Paribas Put 45 FRA 20.09.2024
/ DE000PC5CFY2
BNP Paribas Put 45 FRA 20.09.2024/ DE000PC5CFY2 /
| 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: |
|
- |
