BNP Paribas Put 55 FRA 20.09.2024
/ DE000PC1G773
BNP Paribas Put 55 FRA 20.09.2024/ DE000PC1G773 /
2024-07-05 9:20:21 PM |
Chg.+0.030 |
Bid2024-07-05 |
Ask2024-07-05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
+4.48% |
0.700 Bid Size: 4,286 |
0.720 Ask Size: 4,167 |
FRAPORT AG FFM.AIRPO... |
55.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
PC1G77 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FRAPORT AG FFM.AIRPORT |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-08 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.67 |
Implied volatility: |
0.33 |
Historic volatility: |
0.29 |
Parity: |
0.67 |
Time value: |
0.05 |
Break-even: |
47.80 |
Moneyness: |
1.14 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
2.86% |
Delta: |
-0.77 |
Theta: |
-0.01 |
Omega: |
-5.19 |
Rho: |
-0.09 |
Quote data
Open: |
0.680 |
High: |
0.720 |
Low: |
0.640 |
Previous Close: |
0.670 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.78% |
1 Month |
|
|
+84.21% |
3 Months |
|
|
-14.63% |
YTD |
|
|
+29.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.660 |
1M High / 1M Low: |
0.790 |
0.380 |
6M High / 6M Low: |
1.100 |
0.380 |
High (YTD): |
2024-04-16 |
1.100 |
Low (YTD): |
2024-06-07 |
0.380 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.710 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.605 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.653 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
211.97% |
Volatility 6M: |
|
138.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |