BNP Paribas Put 60 EBAY 20.09.202.../  DE000PC6NM10  /

Frankfurt Zert./BNP
2024-07-26  9:50:26 PM Chg.-0.050 Bid9:58:39 PM Ask9:58:39 PM Underlying Strike price Expiration date Option type
0.610EUR -7.58% 0.610
Bid Size: 50,000
0.620
Ask Size: 50,000
eBay Inc 60.00 USD 2024-09-20 Put
 

Master data

WKN: PC6NM1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 2024-09-20
Issue date: 2024-03-14
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.05
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.54
Implied volatility: 0.37
Historic volatility: 0.22
Parity: 0.54
Time value: 0.08
Break-even: 49.07
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.64%
Delta: -0.72
Theta: -0.02
Omega: -5.83
Rho: -0.06
 

Quote data

Open: 0.680
High: 0.680
Low: 0.570
Previous Close: 0.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.15%
1 Month
  -4.69%
3 Months
  -25.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.610
1M High / 1M Low: 0.730 0.520
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.642
Avg. volume 1W:   0.000
Avg. price 1M:   0.653
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -