BNP Paribas Put 70 EBAY 16.01.202.../  DE000PC6NM77  /

EUWAX
09/10/2024  08:34:31 Chg.-0.010 Bid16:51:13 Ask16:51:13 Underlying Strike price Expiration date Option type
0.870EUR -1.14% 0.870
Bid Size: 100,000
0.880
Ask Size: 100,000
eBay Inc 70.00 USD 16/01/2026 Put
 

Master data

WKN: PC6NM7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Put
Strike price: 70.00 USD
Maturity: 16/01/2026
Issue date: 14/03/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.03
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.26
Implied volatility: 0.32
Historic volatility: 0.22
Parity: 0.26
Time value: 0.61
Break-even: 55.08
Moneyness: 1.04
Premium: 0.10
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.16%
Delta: -0.43
Theta: -0.01
Omega: -3.01
Rho: -0.44
 

Quote data

Open: 0.870
High: 0.870
Low: 0.870
Previous Close: 0.880
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.43%
1 Month
  -28.69%
3 Months
  -47.90%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.880
1M High / 1M Low: 1.230 0.880
6M High / 6M Low: 1.970 0.880
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.914
Avg. volume 1W:   0.000
Avg. price 1M:   1.009
Avg. volume 1M:   0.000
Avg. price 6M:   1.512
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.83%
Volatility 6M:   56.82%
Volatility 1Y:   -
Volatility 3Y:   -