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BNP Paribas Put 58 EBA 20.12.2024/  DE000PE8Y5P5  /

EUWAX
11/11/2024  09:22:34 Chg.-0.006 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.047EUR -11.32% -
Bid Size: -		 -
Ask Size: -		 EBAY INC. DL... 58.00 - 20/12/2024 Put
 

Master data

WKN: PE8Y5P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Put
Strike price: 58.00 -
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: 0.17
Intrinsic value: 0.02
Implied volatility: 0.12
Historic volatility: 0.23
Parity: 0.02
Time value: 0.07
Break-even: 57.09
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 78.43%
Delta: -0.50
Theta: -0.01
Omega: -31.71
Rho: -0.03
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.053
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -73.89%
1 Month
  -26.56%
3 Months
  -89.32%
YTD
  -96.44%
1 Year
  -97.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.053
1M High / 1M Low: 0.230 0.053
6M High / 6M Low: 0.750 0.053
High (YTD): 16/01/2024 1.620
Low (YTD): 08/11/2024 0.053
52W High: 13/11/2023 1.800
52W Low: 08/11/2024 0.053
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   0.386
Avg. volume 6M:   0.000
Avg. price 1Y:   0.791
Avg. volume 1Y:   0.000
Volatility 1M:   471.96%
Volatility 6M:   231.41%
Volatility 1Y:   172.72%
Volatility 3Y:   -