BNP Paribas Put 60 FRA 19.12.2025/  DE000PC37X82  /

EUWAX
2024-11-12  6:17:16 PM Chg.+0.04 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
1.22EUR +3.39% -
Bid Size: -
-
Ask Size: -
FRAPORT AG FFM.AIRPO... 60.00 EUR 2025-12-19 Put
 

Master data

WKN: PC37X8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Put
Strike price: 60.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-30
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.20
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 1.00
Implied volatility: 0.32
Historic volatility: 0.25
Parity: 1.00
Time value: 0.19
Break-even: 48.10
Moneyness: 1.20
Premium: 0.04
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.85%
Delta: -0.61
Theta: 0.00
Omega: -2.55
Rho: -0.47
 

Quote data

Open: 1.20
High: 1.23
Low: 1.16
Previous Close: 1.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.81%
1 Month
  -6.87%
3 Months
  -26.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.33 1.18
1M High / 1M Low: 1.34 1.17
6M High / 6M Low: 1.68 1.09
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.25
Avg. volume 1W:   0.00
Avg. price 1M:   1.26
Avg. volume 1M:   0.00
Avg. price 6M:   1.36
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55.59%
Volatility 6M:   58.64%
Volatility 1Y:   -
Volatility 3Y:   -