BNP Paribas Put 52 FRA 20.12.2024
/ DE000PC61SH8
BNP Paribas Put 52 FRA 20.12.2024/ DE000PC61SH8 /
| 2024-11-08 6:13:39 PM |
Chg.-0.080 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-17.78% |
-
Bid Size: - |
-
Ask Size: - |
FRAPORT AG FFM.AIRPO... |
52.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
PC61SH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
52.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
0.31 |
| Time value: |
0.06 |
| Break-even: |
48.30 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
-0.72 |
| Theta: |
-0.02 |
| Omega: |
-9.54 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.340 |
| High: |
0.390 |
| Low: |
0.340 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.12% |
| 1 Month |
|
|
-19.57% |
| 3 Months |
|
|
-55.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.330 |
| 1M High / 1M Low: |
0.470 |
0.310 |
| 6M High / 6M Low: |
0.850 |
0.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.403 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.559 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.09% |
| Volatility 6M: |
|
135.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
