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BNP Paribas Put 48 EBA 20.12.2024/  DE000PE8Y5K6  /

EUWAX
8/9/2024  9:23:52 AM Chg.-0.030 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.110EUR -21.43% -
Bid Size: -		 -
Ask Size: -		 EBAY INC. DL... 48.00 - 12/20/2024 Put
 

Master data

WKN: PE8Y5K
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Put
Strike price: 48.00 -
Maturity: 12/20/2024
Issue date: 2/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -47.07
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.22
Parity: -0.38
Time value: 0.11
Break-even: 46.90
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 10.00%
Delta: -0.24
Theta: -0.01
Omega: -11.31
Rho: -0.05
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -35.29%
3 Months
  -57.69%
YTD
  -82.54%
1 Year
  -83.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.110
1M High / 1M Low: 0.180 0.110
6M High / 6M Low: 0.780 0.110
High (YTD): 1/16/2024 0.820
Low (YTD): 8/9/2024 0.110
52W High: 10/27/2023 1.060
52W Low: 8/9/2024 0.110
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.145
Avg. volume 1M:   0.000
Avg. price 6M:   0.270
Avg. volume 6M:   0.000
Avg. price 1Y:   0.514
Avg. volume 1Y:   0.000
Volatility 1M:   197.57%
Volatility 6M:   157.68%
Volatility 1Y:   122.56%
Volatility 3Y:   -