BNP Paribas Put 45 EBA 20.12.2024
/ DE000PE8Y5J8
BNP Paribas Put 45 EBA 20.12.2024/ DE000PE8Y5J8 /
9/4/2024 8:21:03 PM |
Chg.-0.003 |
Bid9/4/2024 |
Ask9/4/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.029EUR |
-9.38% |
0.029 Bid Size: 100,000 |
0.091 Ask Size: 100,000 |
EBAY INC. DL... |
45.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
2/10/2023 |
Last trading day: |
12/19/2024 |
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: |
0.36 |
Historic volatility: |
0.22 |
Parity: |
-0.82 |
Time value: |
0.09 |
Break-even: |
44.09 |
Moneyness: |
0.85 |
Premium: |
0.17 |
Premium p.a.: |
0.72 |
Spread abs.: |
0.06 |
Spread %: |
184.38% |
Delta: |
-0.15 |
Theta: |
-0.01 |
Omega: |
-9.04 |
Rho: |
-0.03 |
Quote data
Open: |
0.032 |
High: |
0.032 |
Low: |
0.025 |
Previous Close: |
0.032 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-23.68% |
1 Month |
|
|
-58.57% |
3 Months |
|
|
-73.64% |
YTD |
|
|
-93.96% |
1 Year |
|
|
-94.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.038 |
0.028 |
1M High / 1M Low: |
0.095 |
0.028 |
6M High / 6M Low: |
0.270 |
0.028 |
High (YTD): |
1/17/2024 |
0.620 |
Low (YTD): |
9/2/2024 |
0.028 |
52W High: |
10/27/2023 |
0.870 |
52W Low: |
9/2/2024 |
0.028 |
Avg. price 1W: |
|
0.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.049 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.131 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.352 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
209.69% |
Volatility 6M: |
|
187.96% |
Volatility 1Y: |
|
150.28% |
Volatility 3Y: |
|
- |