BNP Paribas Put 55 EBA 17.01.2025
/ DE000PE8Y5Z4
BNP Paribas Put 55 EBA 17.01.2025/ DE000PE8Y5Z4 /
06/09/2024 09:23:25 |
Chg.+0.010 |
Bid21:45:23 |
Ask21:45:23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
+5.56% |
0.190 Bid Size: 50,000 |
0.200 Ask Size: 50,000 |
EBAY INC. DL... |
55.00 - |
17/01/2025 |
Put |
Master data
WKN: |
PE8Y5Z |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 - |
Maturity: |
17/01/2025 |
Issue date: |
10/02/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-26.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.18 |
Implied volatility: |
0.11 |
Historic volatility: |
0.21 |
Parity: |
0.18 |
Time value: |
0.02 |
Break-even: |
53.00 |
Moneyness: |
1.03 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.01 |
Spread %: |
5.26% |
Delta: |
-0.61 |
Theta: |
0.00 |
Omega: |
-16.24 |
Rho: |
-0.13 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.190 |
Previous Close: |
0.180 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.00% |
1 Month |
|
|
-51.28% |
3 Months |
|
|
-59.57% |
YTD |
|
|
-82.73% |
1 Year |
|
|
-83.19% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.180 |
1M High / 1M Low: |
0.390 |
0.180 |
6M High / 6M Low: |
0.720 |
0.180 |
High (YTD): |
16/01/2024 |
1.360 |
Low (YTD): |
05/09/2024 |
0.180 |
52W High: |
27/10/2023 |
1.630 |
52W Low: |
05/09/2024 |
0.180 |
Avg. price 1W: |
|
0.192 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.258 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.478 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.855 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
185.66% |
Volatility 6M: |
|
135.76% |
Volatility 1Y: |
|
107.86% |
Volatility 3Y: |
|
- |