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BNP Paribas Put 55 EBA 17.01.2025/  DE000PE8Y5Z4  /

EUWAX
2024-09-25  9:22:37 AM Chg.-0.019 Bid11:15:44 AM Ask11:15:44 AM Underlying Strike price Expiration date Option type
0.069EUR -21.59% 0.068
Bid Size: 50,000		 0.091
Ask Size: 50,000		 EBAY INC. DL... 55.00 - 2025-01-17 Put
 

Master data

WKN: PE8Y5Z
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Put
Strike price: 55.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -64.26
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.22
Parity: -0.35
Time value: 0.09
Break-even: 54.09
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 31.88%
Delta: -0.24
Theta: -0.01
Omega: -15.10
Rho: -0.05
 

Quote data

Open: 0.069
High: 0.069
Low: 0.069
Previous Close: 0.088
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.86%
1 Month
  -65.50%
3 Months
  -83.57%
YTD
  -93.73%
1 Year
  -94.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.084
1M High / 1M Low: 0.230 0.084
6M High / 6M Low: 0.720 0.084
High (YTD): 2024-01-16 1.360
Low (YTD): 2024-09-18 0.084
52W High: 2023-10-27 1.630
52W Low: 2024-09-18 0.084
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.153
Avg. volume 1M:   0.000
Avg. price 6M:   0.428
Avg. volume 6M:   0.000
Avg. price 1Y:   0.803
Avg. volume 1Y:   0.000
Volatility 1M:   188.85%
Volatility 6M:   143.21%
Volatility 1Y:   113.15%
Volatility 3Y:   -