BNP Paribas Put 45 EBA 20.12.2024/  DE000PE8Y5J8  /

EUWAX
10/4/2024  9:22:44 AM Chg.- Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.006EUR - -
Bid Size: -
-
Ask Size: -
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: 10/7/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -66.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.22
Parity: -1.58
Time value: 0.09
Break-even: 44.09
Moneyness: 0.74
Premium: 0.28
Premium p.a.: 2.37
Spread abs.: 0.09
Spread %: 1,416.67%
Delta: -0.10
Theta: -0.02
Omega: -6.85
Rho: -0.01
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.007
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -70.00%
3 Months
  -94.55%
YTD
  -98.75%
1 Year
  -98.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.005
1M High / 1M Low: 0.027 0.005
6M High / 6M Low: 0.240 0.005
High (YTD): 1/16/2024 0.630
Low (YTD): 10/2/2024 0.005
52W High: 10/27/2023 0.860
52W Low: 10/2/2024 0.005
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.098
Avg. volume 6M:   0.000
Avg. price 1Y:   0.304
Avg. volume 1Y:   0.000
Volatility 1M:   364.20%
Volatility 6M:   242.92%
Volatility 1Y:   184.13%
Volatility 3Y:   -