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BNP Paribas Put 55 EBA 20.12.2024/  DE000PE8Y5N0  /

Frankfurt Zert./BNP
11/11/2024  21:50:27 Chg.-0.002 Bid21:59:02 Ask21:59:02 Underlying Strike price Expiration date Option type
0.015EUR -11.76% -
Bid Size: -		 -
Ask Size: -		 EBAY INC. DL... 55.00 - 20/12/2024 Put
 

Master data

WKN: PE8Y5N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Put
Strike price: 55.00 -
Maturity: 20/12/2024
Issue date: 10/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -63.48
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.23
Parity: -0.28
Time value: 0.09
Break-even: 54.09
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.78
Spread abs.: 0.07
Spread %: 405.56%
Delta: -0.27
Theta: -0.02
Omega: -17.04
Rho: -0.02
 

Quote data

Open: 0.016
High: 0.017
Low: 0.012
Previous Close: 0.017
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -54.55%
1 Month
  -58.33%
3 Months
  -95.00%
YTD
  -98.62%
1 Year
  -98.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.015
1M High / 1M Low: 0.120 0.015
6M High / 6M Low: 0.530 0.015
High (YTD): 17/01/2024 1.340
Low (YTD): 11/11/2024 0.015
52W High: 13/11/2023 1.520
52W Low: 11/11/2024 0.015
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.260
Avg. volume 6M:   0.000
Avg. price 1Y:   0.610
Avg. volume 1Y:   0.000
Volatility 1M:   497.20%
Volatility 6M:   248.95%
Volatility 1Y:   185.93%
Volatility 3Y:   -