BNP Paribas Put 50 FRA 20.09.2024/  DE000PC1G765  /

EUWAX
2024-07-29  6:19:01 PM Chg.+0.010 Bid2024-07-29 Ask2024-07-29 Underlying Strike price Expiration date Option type
0.420EUR +2.44% 0.420
Bid Size: 7,143
0.430
Ask Size: 6,977
FRAPORT AG FFM.AIRPO... 50.00 EUR 2024-09-20 Put
 

Master data

WKN: PC1G76
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Put
Strike price: 50.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -10.91
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.31
Implied volatility: 0.36
Historic volatility: 0.28
Parity: 0.31
Time value: 0.12
Break-even: 45.70
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 2.38%
Delta: -0.64
Theta: -0.02
Omega: -6.99
Rho: -0.05
 

Quote data

Open: 0.430
High: 0.440
Low: 0.420
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.33%
1 Month  
+10.53%
3 Months
  -19.23%
YTD  
+20.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.410
1M High / 1M Low: 0.460 0.330
6M High / 6M Low: 0.730 0.180
High (YTD): 2024-04-16 0.730
Low (YTD): 2024-06-07 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.440
Avg. volume 1W:   0.000
Avg. price 1M:   0.409
Avg. volume 1M:   0.000
Avg. price 6M:   0.393
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.51%
Volatility 6M:   165.00%
Volatility 1Y:   -
Volatility 3Y:   -