BNP Paribas Put 52 FRA 20.09.2024
/ DE000PC61SE5
BNP Paribas Put 52 FRA 20.09.2024/ DE000PC61SE5 /
| 29/07/2024 17:20:59 |
Chg.-0.010 |
Bid17:46:18 |
Ask17:46:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-1.75% |
0.570
Bid Size: 5,264 |
0.590
Ask Size: 5,085 |
FRAPORT AG FFM.AIRPO... |
52.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
PC61SE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
52.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
21/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
0.51 |
| Time value: |
0.08 |
| Break-even: |
46.10 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
-0.73 |
| Theta: |
-0.02 |
| Omega: |
-5.77 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.550 |
| High: |
0.580 |
| Low: |
0.550 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.75% |
| 1 Month |
|
|
+9.80% |
| 3 Months |
|
|
-11.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.570 |
| 1M High / 1M Low: |
0.620 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.546 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
