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BNP Paribas Put 52 EBA 20.12.2024/  DE000PE8Y5M2  /

Frankfurt Zert./BNP
12/07/2024  21:50:33 Chg.-0.010 Bid12/07/2024 Ask12/07/2024 Underlying Strike price Expiration date Option type
0.260EUR -3.70% 0.260
Bid Size: 50,000		 0.270
Ask Size: 50,000		 EBAY INC. DL... 52.00 - 20/12/2024 Put
 

Master data

WKN: PE8Y5M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Put
Strike price: 52.00 -
Maturity: 20/12/2024
Issue date: 10/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -18.40
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.23
Implied volatility: 0.14
Historic volatility: 0.24
Parity: 0.23
Time value: 0.04
Break-even: 49.30
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 3.85%
Delta: -0.61
Theta: 0.00
Omega: -11.20
Rho: -0.14
 

Quote data

Open: 0.260
High: 0.270
Low: 0.250
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -10.34%
3 Months
  -44.68%
YTD
  -70.45%
1 Year
  -66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.260
1M High / 1M Low: 0.350 0.230
6M High / 6M Low: 1.100 0.230
High (YTD): 17/01/2024 1.100
Low (YTD): 19/06/2024 0.230
52W High: 27/10/2023 1.380
52W Low: 19/06/2024 0.230
Avg. price 1W:   0.290
Avg. volume 1W:   0.000
Avg. price 1M:   0.291
Avg. volume 1M:   0.000
Avg. price 6M:   0.537
Avg. volume 6M:   0.000
Avg. price 1Y:   0.762
Avg. volume 1Y:   0.000
Volatility 1M:   175.23%
Volatility 6M:   125.25%
Volatility 1Y:   106.19%
Volatility 3Y:   -