BNP Paribas Put 48 EBA 20.12.2024
/ DE000PE8Y5K6
BNP Paribas Put 48 EBA 20.12.2024/ DE000PE8Y5K6 /
7/12/2024 9:50:44 PM |
Chg.-0.010 |
Bid7/12/2024 |
Ask7/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
-6.67% |
0.140 Bid Size: 50,000 |
0.150 Ask Size: 50,000 |
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: |
-33.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.24 |
Parity: |
-0.17 |
Time value: |
0.15 |
Break-even: |
46.50 |
Moneyness: |
0.97 |
Premium: |
0.06 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
7.14% |
Delta: |
-0.33 |
Theta: |
-0.01 |
Omega: |
-10.82 |
Rho: |
-0.08 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.140 |
Previous Close: |
0.150 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-17.65% |
1 Month |
|
|
-12.50% |
3 Months |
|
|
-54.84% |
YTD |
|
|
-78.13% |
1 Year |
|
|
-76.27% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.140 |
1M High / 1M Low: |
0.200 |
0.130 |
6M High / 6M Low: |
0.810 |
0.130 |
High (YTD): |
1/17/2024 |
0.810 |
Low (YTD): |
6/19/2024 |
0.130 |
52W High: |
10/27/2023 |
1.070 |
52W Low: |
6/19/2024 |
0.130 |
Avg. price 1W: |
|
0.162 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.164 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.359 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.549 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
187.88% |
Volatility 6M: |
|
135.52% |
Volatility 1Y: |
|
115.82% |
Volatility 3Y: |
|
- |