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BNP Paribas Put 48 EBA 17.01.2025/  DE000PE8Y5W1  /

EUWAX
09/08/2024  09:23:52 Chg.-0.030 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.130EUR -18.75% -
Bid Size: -		 -
Ask Size: -		 EBAY INC. DL... 48.00 - 17/01/2025 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: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -39.83
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.22
Parity: -0.38
Time value: 0.13
Break-even: 46.70
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 8.33%
Delta: -0.25
Theta: -0.01
Omega: -10.01
Rho: -0.06
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month
  -31.58%
3 Months
  -53.57%
YTD
  -80.00%
1 Year
  -81.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.200 0.120
6M High / 6M Low: 0.790 0.120
High (YTD): 16/01/2024 0.830
Low (YTD): 02/08/2024 0.120
52W High: 27/10/2023 1.070
52W Low: 02/08/2024 0.120
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.164
Avg. volume 1M:   0.000
Avg. price 6M:   0.289
Avg. volume 6M:   0.000
Avg. price 1Y:   0.530
Avg. volume 1Y:   0.000
Volatility 1M:   223.96%
Volatility 6M:   153.89%
Volatility 1Y:   119.59%
Volatility 3Y:   -