BNP Paribas Put 52 FRA 20.09.2024/  DE000PC61SE5  /

EUWAX
2024-07-29  2:22:19 PM Chg.+0.020 Bid2:30:12 PM Ask2:30:12 PM Underlying Strike price Expiration date Option type
0.580EUR +3.57% 0.570
Bid Size: 13,000
0.590
Ask Size: 13,000
FRAPORT AG FFM.AIRPO... 52.00 EUR 2024-09-20 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: 2024-09-20
Issue date: 2024-03-21
Last trading day: 2024-09-19
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: 0.570
High: 0.580
Low: 0.570
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+13.73%
3 Months
  -9.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.560
1M High / 1M Low: 0.610 0.450
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.590
Avg. volume 1W:   0.000
Avg. price 1M:   0.547
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -