BNP Paribas Put 48 FRA 20.12.2024
/ DE000PC61SG0
BNP Paribas Put 48 FRA 20.12.2024/ DE000PC61SG0 /
2024-11-12 6:12:39 PM |
Chg.+0.020 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+20.00% |
- Bid Size: - |
- Ask Size: - |
FRAPORT AG FFM.AIRPO... |
48.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
PC61SG |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FRAPORT AG FFM.AIRPORT |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
48.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-21 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-45.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
-0.20 |
Time value: |
0.11 |
Break-even: |
46.90 |
Moneyness: |
0.96 |
Premium: |
0.06 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.01 |
Spread %: |
10.00% |
Delta: |
-0.32 |
Theta: |
-0.02 |
Omega: |
-14.36 |
Rho: |
-0.02 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.090 |
Previous Close: |
0.100 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-78.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.100 |
1M High / 1M Low: |
0.240 |
0.100 |
6M High / 6M Low: |
0.570 |
0.100 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.152 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.183 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.338 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
220.66% |
Volatility 6M: |
|
161.41% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |