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BNP Paribas Put 58 EBA 17.01.2025/  DE000PE8Y506  /

EUWAX
11/12/2024  9:16:42 AM Chg.-0.009 Bid11:26:34 AM Ask11:26:34 AM Underlying Strike price Expiration date Option type
0.078EUR -10.34% 0.076
Bid Size: 50,000		 0.091
Ask Size: 50,000		 EBAY INC. DL... 58.00 - 1/17/2025 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: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -64.34
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.23
Parity: -0.05
Time value: 0.09
Break-even: 57.09
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 18.18%
Delta: -0.38
Theta: -0.01
Omega: -24.69
Rho: -0.04
 

Quote data

Open: 0.078
High: 0.078
Low: 0.078
Previous Close: 0.087
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -11.36%
3 Months
  -81.86%
YTD
  -94.09%
1 Year
  -95.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.087
1M High / 1M Low: 0.300 0.079
6M High / 6M Low: 0.760 0.079
High (YTD): 1/16/2024 1.630
Low (YTD): 10/16/2024 0.079
52W High: 11/13/2023 1.800
52W Low: 10/16/2024 0.079
Avg. price 1W:   0.101
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   0.407
Avg. volume 6M:   0.000
Avg. price 1Y:   0.804
Avg. volume 1Y:   0.000
Volatility 1M:   528.36%
Volatility 6M:   242.79%
Volatility 1Y:   180.32%
Volatility 3Y:   -