BNP Paribas Put 52 EBA 20.12.2024/  DE000PE8Y5M2  /

EUWAX
16/10/2024  09:21:09 Chg.0.000 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.016EUR 0.00% -
Bid Size: -
-
Ask Size: -
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: -67.64
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.22
Parity: -0.96
Time value: 0.09
Break-even: 51.09
Moneyness: 0.84
Premium: 0.17
Premium p.a.: 1.41
Spread abs.: 0.07
Spread %: 435.29%
Delta: -0.15
Theta: -0.02
Omega: -9.87
Rho: -0.02
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.016
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.79%
1 Month
  -67.35%
3 Months
  -94.07%
YTD
  -98.18%
1 Year
  -98.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.019 0.016
1M High / 1M Low: 0.049 0.016
6M High / 6M Low: 0.530 0.016
High (YTD): 16/01/2024 1.110
Low (YTD): 15/10/2024 0.016
52W High: 27/10/2023 1.370
52W Low: 15/10/2024 0.016
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.241
Avg. volume 6M:   0.000
Avg. price 1Y:   0.564
Avg. volume 1Y:   0.000
Volatility 1M:   197.21%
Volatility 6M:   179.52%
Volatility 1Y:   138.51%
Volatility 3Y:   -