BNP Paribas Put 70 EBAY 19.12.202.../  DE000PC6NM51  /

EUWAX
8/14/2024  8:33:55 AM Chg.0.00 Bid8:46:31 PM Ask8:46:31 PM Underlying Strike price Expiration date Option type
1.45EUR 0.00% 1.43
Bid Size: 100,000
1.44
Ask Size: 100,000
eBay Inc 70.00 USD 12/19/2025 Put
 

Master data

WKN: PC6NM5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Put
Strike price: 70.00 USD
Maturity: 12/19/2025
Issue date: 3/14/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -3.47
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 1.30
Implied volatility: 0.34
Historic volatility: 0.21
Parity: 1.30
Time value: 0.16
Break-even: 49.06
Moneyness: 1.26
Premium: 0.03
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.69%
Delta: -0.60
Theta: 0.00
Omega: -2.08
Rho: -0.61
 

Quote data

Open: 1.45
High: 1.45
Low: 1.45
Previous Close: 1.45
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -8.23%
3 Months
  -15.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.51 1.41
1M High / 1M Low: 1.67 1.41
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.45
Avg. volume 1W:   0.00
Avg. price 1M:   1.54
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   53.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -