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BNP Paribas Put 45 EBA 20.12.2024/  DE000PE8Y5J8  /

Frankfurt Zert./BNP
2024-07-05  9:50:32 PM Chg.0.000 Bid2024-07-05 Ask2024-07-05 Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.110
Bid Size: 50,000		 0.120
Ask Size: 50,000		 EBAY INC. DL... 45.00 - 2024-12-20 Put
 

Master data

WKN: PE8Y5J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -40.65
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.24
Parity: -0.38
Time value: 0.12
Break-even: 43.80
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 9.09%
Delta: -0.24
Theta: -0.01
Omega: -9.90
Rho: -0.06
 

Quote data

Open: 0.110
High: 0.120
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month     0.00%
3 Months
  -45.00%
YTD
  -77.08%
1 Year
  -80.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.130 0.076
6M High / 6M Low: 0.620 0.076
High (YTD): 2024-01-17 0.620
Low (YTD): 2024-06-19 0.076
52W High: 2023-10-27 0.870
52W Low: 2024-06-19 0.076
Avg. price 1W:   0.108
Avg. volume 1W:   0.000
Avg. price 1M:   0.104
Avg. volume 1M:   0.000
Avg. price 6M:   0.273
Avg. volume 6M:   0.000
Avg. price 1Y:   0.426
Avg. volume 1Y:   0.000
Volatility 1M:   226.58%
Volatility 6M:   151.27%
Volatility 1Y:   126.52%
Volatility 3Y:   -