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BNP Paribas Put 58 EBA 17.01.2025/  DE000PE8Y506  /

Frankfurt Zert./BNP
08/10/2024  21:50:36 Chg.-0.015 Bid21:58:54 Ask21:58:54 Underlying Strike price Expiration date Option type
0.085EUR -15.00% 0.086
Bid Size: 50,000		 0.096
Ask Size: 50,000		 EBAY INC. DL... 58.00 - 17/01/2025 Put
 

Master data

WKN: PE8Y50
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Put
Strike price: 58.00 -
Maturity: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -55.31
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.22
Parity: -0.28
Time value: 0.11
Break-even: 56.90
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 10.00%
Delta: -0.27
Theta: -0.01
Omega: -15.07
Rho: -0.05
 

Quote data

Open: 0.100
High: 0.100
Low: 0.082
Previous Close: 0.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -34.62%
1 Month
  -69.64%
3 Months
  -86.72%
YTD
  -93.61%
1 Year
  -94.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.085
1M High / 1M Low: 0.280 0.085
6M High / 6M Low: 0.920 0.085
High (YTD): 17/01/2024 1.610
Low (YTD): 08/10/2024 0.085
52W High: 27/10/2023 1.900
52W Low: 08/10/2024 0.085
Avg. price 1W:   0.107
Avg. volume 1W:   0.000
Avg. price 1M:   0.152
Avg. volume 1M:   0.000
Avg. price 6M:   0.525
Avg. volume 6M:   0.000
Avg. price 1Y:   0.941
Avg. volume 1Y:   0.000
Volatility 1M:   196.58%
Volatility 6M:   136.07%
Volatility 1Y:   108.14%
Volatility 3Y:   -