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BNP Paribas Put 48 EBA 17.01.2025/  DE000PE8Y5W1  /

EUWAX
2024-06-28  9:24:10 AM Chg.+0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.190EUR +5.56% -
Bid Size: -		 -
Ask Size: -		 EBAY INC. DL... 48.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -26.39
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.24
Parity: -0.21
Time value: 0.19
Break-even: 46.10
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 5.56%
Delta: -0.32
Theta: -0.01
Omega: -8.44
Rho: -0.10
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.56%
1 Month
  -20.83%
3 Months
  -36.67%
YTD
  -70.77%
1 Year
  -72.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.170
1M High / 1M Low: 0.240 0.150
6M High / 6M Low: 0.830 0.150
High (YTD): 2024-01-16 0.830
Low (YTD): 2024-06-20 0.150
52W High: 2023-10-27 1.070
52W Low: 2024-06-20 0.150
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.190
Avg. volume 1M:   0.000
Avg. price 6M:   0.419
Avg. volume 6M:   0.000
Avg. price 1Y:   0.585
Avg. volume 1Y:   0.000
Volatility 1M:   159.01%
Volatility 6M:   124.75%
Volatility 1Y:   106.46%
Volatility 3Y:   -