BNP Paribas Put 50 EBA 20.12.2024/  DE000PE8Y5L4  /

Frankfurt Zert./BNP
11/8/2024  9:50:23 PM Chg.-0.002 Bid9:54:44 PM Ask9:54:44 PM Underlying Strike price Expiration date Option type
0.002EUR -50.00% 0.002
Bid Size: 50,000
0.091
Ask Size: 50,000
EBAY INC. DL... 50.00 - 12/20/2024 Put
 

Master data

WKN: PE8Y5L
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 12/20/2024
Issue date: 2/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -63.46
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.23
Parity: -0.77
Time value: 0.09
Break-even: 49.09
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 2.47
Spread abs.: 0.09
Spread %: 4,450.00%
Delta: -0.17
Theta: -0.03
Omega: -10.50
Rho: -0.01
 

Quote data

Open: 0.004
High: 0.004
Low: 0.002
Previous Close: 0.004
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -88.89%
1 Month
  -85.71%
3 Months
  -98.57%
YTD
  -99.73%
1 Year
  -99.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.002
1M High / 1M Low: 0.026 0.002
6M High / 6M Low: 0.320 0.002
High (YTD): 1/17/2024 0.950
Low (YTD): 11/8/2024 0.002
52W High: 11/13/2023 1.100
52W Low: 11/8/2024 0.002
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.133
Avg. volume 6M:   0.000
Avg. price 1Y:   0.392
Avg. volume 1Y:   0.000
Volatility 1M:   386.91%
Volatility 6M:   272.25%
Volatility 1Y:   204.73%
Volatility 3Y:   -