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BNP Paribas Put 48 EBA 20.12.2024/  DE000PE8Y5K6  /

Frankfurt Zert./BNP
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:   -