BNP Paribas Put 48 FRA 20.12.2024/  DE000PC61SG0  /

EUWAX
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:   -