BNP Paribas Put 52 FRA 21.03.2025
/ DE000PC9RN20
BNP Paribas Put 52 FRA 21.03.2025/ DE000PC9RN20 /
08/10/2024 15:05:19 |
Chg.+0.020 |
Bid08/10/2024 |
Ask08/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
+3.57% |
0.580 Bid Size: 16,500 |
0.590 Ask Size: 16,500 |
FRAPORT AG FFM.AIRPO... |
52.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
PC9RN2 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FRAPORT AG FFM.AIRPORT |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
52.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
14/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.33 |
Historic volatility: |
0.26 |
Parity: |
0.34 |
Time value: |
0.24 |
Break-even: |
46.20 |
Moneyness: |
1.07 |
Premium: |
0.05 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
1.75% |
Delta: |
-0.55 |
Theta: |
-0.01 |
Omega: |
-4.62 |
Rho: |
-0.15 |
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 |
|
|
+9.43% |
1 Month |
|
|
-22.67% |
3 Months |
|
|
-14.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.530 |
1M High / 1M Low: |
0.700 |
0.460 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.578 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.584 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |