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

EUWAX
7/26/2024  8:31:23 AM Chg.+0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.340EUR +6.25% -
Bid Size: -
-
Ask Size: -
eBay Inc 55.00 USD 9/20/2024 Put
 

Master data

WKN: PC6NM0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Put
Strike price: 55.00 USD
Maturity: 9/20/2024
Issue date: 3/14/2024
Last trading day: 9/19/2024
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: 0.340
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month
  -2.86%
3 Months
  -30.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.320
1M High / 1M Low: 0.380 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.330
Avg. volume 1W:   0.000
Avg. price 1M:   0.327
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -