BNP Paribas Put 48 FRA 20.09.2024/  DE000PC61SD7  /

EUWAX
29/07/2024  18:18:57 Chg.+0.010 Bid19:12:09 Ask19:12:09 Underlying Strike price Expiration date Option type
0.300EUR +3.45% 0.290
Bid Size: 10,000
0.300
Ask Size: 10,000
FRAPORT AG FFM.AIRPO... 48.00 EUR 20/09/2024 Put
 

Master data

WKN: PC61SD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Put
Strike price: 48.00 EUR
Maturity: 20/09/2024
Issue date: 21/03/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -15.13
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.11
Implied volatility: 0.37
Historic volatility: 0.28
Parity: 0.11
Time value: 0.20
Break-even: 44.90
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 3.33%
Delta: -0.52
Theta: -0.02
Omega: -7.91
Rho: -0.04
 

Quote data

Open: 0.300
High: 0.310
Low: 0.290
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.23%
1 Month  
+7.14%
3 Months
  -26.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.290
1M High / 1M Low: 0.330 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.316
Avg. volume 1W:   0.000
Avg. price 1M:   0.294
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -