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BNP Paribas Put 55 EBA 17.01.2025/  DE000PE8Y5Z4  /

EUWAX
31/07/2024  09:21:19 Chg.-0.040 Bid10:05:14 Ask10:05:14 Underlying Strike price Expiration date Option type
0.370EUR -9.76% 0.370
Bid Size: 50,000		 0.380
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: -13.13
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.38
Implied volatility: 0.15
Historic volatility: 0.22
Parity: 0.38
Time value: 0.01
Break-even: 51.10
Moneyness: 1.07
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.01
Spread %: 2.63%
Delta: -0.68
Theta: 0.00
Omega: -8.96
Rho: -0.18
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.28%
1 Month
  -21.28%
3 Months
  -32.73%
YTD
  -66.36%
1 Year
  -65.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.410
1M High / 1M Low: 0.490 0.370
6M High / 6M Low: 1.320 0.370
High (YTD): 16/01/2024 1.360
Low (YTD): 17/07/2024 0.370
52W High: 27/10/2023 1.630
52W Low: 17/07/2024 0.370
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.444
Avg. volume 1M:   0.000
Avg. price 6M:   0.649
Avg. volume 6M:   0.000
Avg. price 1Y:   0.947
Avg. volume 1Y:   0.000
Volatility 1M:   112.84%
Volatility 6M:   115.85%
Volatility 1Y:   91.84%
Volatility 3Y:   -