OverviewChartNewsTraderScreen

BNP Paribas Put 48 EBA 17.01.2025/  DE000PE8Y5W1  /

EUWAX
7/17/2024  9:27:25 AM Chg.-0.030 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.140EUR -17.65% -
Bid Size: -		 -
Ask Size: -		 EBAY INC. DL... 48.00 - 1/17/2025 Put
 

Master data

WKN: PE8Y5W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Put
Strike price: 48.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -33.89
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.24
Parity: -0.28
Time value: 0.15
Break-even: 46.50
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 7.14%
Delta: -0.28
Theta: -0.01
Omega: -9.65
Rho: -0.08
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.32%
1 Month
  -36.36%
3 Months
  -60.00%
YTD
  -78.46%
1 Year
  -75.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.160
1M High / 1M Low: 0.220 0.150
6M High / 6M Low: 0.820 0.150
High (YTD): 1/16/2024 0.830
Low (YTD): 6/20/2024 0.150
52W High: 10/27/2023 1.070
52W Low: 6/20/2024 0.150
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   0.372
Avg. volume 6M:   0.000
Avg. price 1Y:   0.564
Avg. volume 1Y:   0.000
Volatility 1M:   156.14%
Volatility 6M:   129.35%
Volatility 1Y:   109.65%
Volatility 3Y:   -