BNP Paribas Put 60 EBAY 20.06.202.../  DE000PC9XAU9  /

EUWAX
2024-06-28  8:22:18 AM Chg.+0.030 Bid2:31:47 PM Ask2:31:47 PM Underlying Strike price Expiration date Option type
0.870EUR +3.57% 0.870
Bid Size: 50,000
0.880
Ask Size: 50,000
eBay Inc 60.00 USD 2025-06-20 Put
 

Master data

WKN: PC9XAU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 2025-06-20
Issue date: 2024-05-15
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.63
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.65
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.65
Time value: 0.23
Break-even: 47.23
Moneyness: 1.13
Premium: 0.05
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.15%
Delta: -0.55
Theta: 0.00
Omega: -3.11
Rho: -0.35
 

Quote data

Open: 0.870
High: 0.870
Low: 0.870
Previous Close: 0.840
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.82%
1 Month  
+8.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.810
1M High / 1M Low: 0.940 0.750
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.822
Avg. volume 1W:   0.000
Avg. price 1M:   0.837
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -