BNP Paribas Put 55 EBAY 20.09.202.../  DE000PC6NM02  /

Frankfurt Zert./BNP
2024-07-26  9:50:25 PM Chg.-0.030 Bid9:56:00 PM Ask9:56:00 PM Underlying Strike price Expiration date Option type
0.300EUR -9.09% 0.300
Bid Size: 50,000
0.310
Ask Size: 50,000
eBay Inc 55.00 USD 2024-09-20 Put
 

Master data

WKN: PC6NM0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Put
Strike price: 55.00 USD
Maturity: 2024-09-20
Issue date: 2024-03-14
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -16.10
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.08
Implied volatility: 0.37
Historic volatility: 0.22
Parity: 0.08
Time value: 0.23
Break-even: 47.56
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 3.33%
Delta: -0.50
Theta: -0.02
Omega: -8.02
Rho: -0.04
 

Quote data

Open: 0.340
High: 0.340
Low: 0.270
Previous Close: 0.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -6.25%
3 Months
  -37.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.300
1M High / 1M Low: 0.380 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.324
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -