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BNP Paribas Put 55 EBA 20.12.2024/  DE000PE8Y5N0  /

Frankfurt Zert./BNP
2024-09-24  9:50:30 PM Chg.-0.018 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
0.052EUR -25.71% 0.051
Bid Size: 50,000		 0.091
Ask Size: 50,000		 EBAY INC. DL... 55.00 - 2024-12-20 Put
 

Master data

WKN: PE8Y5N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Put
Strike price: 55.00 -
Maturity: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -62.75
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.22
Parity: -0.21
Time value: 0.09
Break-even: 54.09
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 30.00%
Delta: -0.28
Theta: -0.01
Omega: -17.80
Rho: -0.04
 

Quote data

Open: 0.069
High: 0.069
Low: 0.052
Previous Close: 0.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -26.76%
1 Month
  -71.11%
3 Months
  -86.67%
YTD
  -95.23%
1 Year
  -95.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.089 0.070
1M High / 1M Low: 0.210 0.070
6M High / 6M Low: 0.710 0.070
High (YTD): 2024-01-17 1.340
Low (YTD): 2024-09-23 0.070
52W High: 2023-10-27 1.630
52W Low: 2024-09-23 0.070
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.135
Avg. volume 1M:   0.000
Avg. price 6M:   0.405
Avg. volume 6M:   0.000
Avg. price 1Y:   0.787
Avg. volume 1Y:   0.000
Volatility 1M:   206.90%
Volatility 6M:   143.72%
Volatility 1Y:   116.16%
Volatility 3Y:   -