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BNP Paribas Put 48 EBA 20.12.2024/  DE000PE8Y5K6  /

EUWAX
13/09/2024  09:24:10 Chg.-0.011 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.025EUR -30.56% -
Bid Size: -		 -
Ask Size: -		 EBAY INC. DL... 48.00 - 20/12/2024 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: 20/12/2024
Issue date: 10/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -62.94
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.22
Parity: -0.93
Time value: 0.09
Break-even: 47.09
Moneyness: 0.84
Premium: 0.18
Premium p.a.: 0.85
Spread abs.: 0.07
Spread %: 279.17%
Delta: -0.15
Theta: -0.01
Omega: -9.17
Rho: -0.02
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.036
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.48%
1 Month
  -75.00%
3 Months
  -84.38%
YTD
  -96.03%
1 Year
  -96.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.047 0.025
1M High / 1M Low: 0.100 0.025
6M High / 6M Low: 0.350 0.025
High (YTD): 16/01/2024 0.820
Low (YTD): 13/09/2024 0.025
52W High: 27/10/2023 1.060
52W Low: 13/09/2024 0.025
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.056
Avg. volume 1M:   0.000
Avg. price 6M:   0.183
Avg. volume 6M:   0.000
Avg. price 1Y:   0.451
Avg. volume 1Y:   0.000
Volatility 1M:   239.95%
Volatility 6M:   177.75%
Volatility 1Y:   140.18%
Volatility 3Y:   -