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BNP Paribas Put 55 EBA 17.01.2025/  DE000PE8Y5Z4  /

EUWAX
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:   -