BNP Paribas Put 55 EBA 17.01.2025/  DE000PE8Y5Z4  /

EUWAX
2024-11-11  9:22:34 AM Chg.-0.002 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.041EUR -4.65% -
Bid Size: -
-
Ask Size: -
EBAY INC. DL... 55.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -63.48
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.23
Parity: -0.28
Time value: 0.09
Break-even: 54.09
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.40
Spread abs.: 0.05
Spread %: 106.82%
Delta: -0.26
Theta: -0.01
Omega: -16.75
Rho: -0.03
 

Quote data

Open: 0.041
High: 0.041
Low: 0.041
Previous Close: 0.043
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -65.83%
1 Month
  -21.15%
3 Months
  -87.58%
YTD
  -96.27%
1 Year
  -97.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.043
1M High / 1M Low: 0.140 0.043
6M High / 6M Low: 0.570 0.043
High (YTD): 2024-01-16 1.360
Low (YTD): 2024-11-08 0.043
52W High: 2023-11-13 1.530
52W Low: 2024-11-08 0.043
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.069
Avg. volume 1M:   0.000
Avg. price 6M:   0.289
Avg. volume 6M:   0.000
Avg. price 1Y:   0.636
Avg. volume 1Y:   0.000
Volatility 1M:   392.04%
Volatility 6M:   206.78%
Volatility 1Y:   158.06%
Volatility 3Y:   -