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BNP Paribas Put 45 EBA 17.01.2025/  DE000PE8Y5V3  /

EUWAX
9/4/2024  9:12:20 AM Chg.+0.006 Bid7:48:33 PM Ask7:48:33 PM Underlying Strike price Expiration date Option type
0.042EUR +16.67% 0.037
Bid Size: 100,000		 0.091
Ask Size: 100,000		 EBAY INC. DL... 45.00 - 1/17/2025 Put
 

Master data

WKN: PE8Y5V
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -58.48
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.22
Parity: -0.82
Time value: 0.09
Break-even: 44.09
Moneyness: 0.85
Premium: 0.17
Premium p.a.: 0.53
Spread abs.: 0.05
Spread %: 121.95%
Delta: -0.15
Theta: -0.01
Omega: -8.96
Rho: -0.03
 

Quote data

Open: 0.042
High: 0.042
Low: 0.042
Previous Close: 0.036
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.51%
1 Month
  -42.47%
3 Months
  -67.69%
YTD
  -91.43%
1 Year
  -91.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.036
1M High / 1M Low: 0.110 0.033
6M High / 6M Low: 0.320 0.033
High (YTD): 1/16/2024 0.650
Low (YTD): 8/26/2024 0.033
52W High: 10/27/2023 0.870
52W Low: 8/26/2024 0.033
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.062
Avg. volume 1M:   0.000
Avg. price 6M:   0.151
Avg. volume 6M:   0.000
Avg. price 1Y:   0.370
Avg. volume 1Y:   0.000
Volatility 1M:   219.26%
Volatility 6M:   172.60%
Volatility 1Y:   137.44%
Volatility 3Y:   -