BNP Paribas Put 58 EBA 20.12.2024/  DE000PE8Y5P5  /

Frankfurt Zert./BNP
2024-06-21  9:50:24 PM Chg.-0.010 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
0.570EUR -1.72% 0.550
Bid Size: 50,000
0.560
Ask Size: 50,000
EBAY INC. DL... 58.00 - 2024-12-20 Put
 

Master data

WKN: PE8Y5P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Put
Strike price: 58.00 -
Maturity: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.04
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.74
Implied volatility: -
Historic volatility: 0.24
Parity: 0.74
Time value: -0.18
Break-even: 52.40
Moneyness: 1.15
Premium: -0.03
Premium p.a.: -0.07
Spread abs.: 0.01
Spread %: 1.82%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.580
High: 0.590
Low: 0.540
Previous Close: 0.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.18%
1 Month
  -10.94%
3 Months
  -25.00%
YTD
  -57.14%
1 Year
  -58.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.490
1M High / 1M Low: 0.700 0.490
6M High / 6M Low: 1.600 0.490
High (YTD): 2024-01-17 1.600
Low (YTD): 2024-06-19 0.490
52W High: 2023-10-27 1.900
52W Low: 2024-06-19 0.490
Avg. price 1W:   0.560
Avg. volume 1W:   0.000
Avg. price 1M:   0.595
Avg. volume 1M:   0.000
Avg. price 6M:   0.986
Avg. volume 6M:   0.000
Avg. price 1Y:   1.208
Avg. volume 1Y:   0.000
Volatility 1M:   153.26%
Volatility 6M:   98.47%
Volatility 1Y:   87.61%
Volatility 3Y:   -