BNP Paribas Put 52 EBAY 21.06.202.../  DE000PN77DY8  /

Frankfurt Zert./BNP
2024-05-31  9:50:39 PM Chg.-0.026 Bid9:59:38 PM Ask9:59:38 PM Underlying Strike price Expiration date Option type
0.038EUR -40.63% 0.034
Bid Size: 50,000
0.091
Ask Size: 50,000
eBay Inc 52.00 USD 2024-06-21 Put
 

Master data

WKN: PN77DY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Put
Strike price: 52.00 USD
Maturity: 2024-06-21
Issue date: 2023-09-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -54.13
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -0.12
Time value: 0.09
Break-even: 47.10
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 1.11
Spread abs.: 0.02
Spread %: 33.82%
Delta: -0.34
Theta: -0.03
Omega: -18.64
Rho: -0.01
 

Quote data

Open: 0.068
High: 0.068
Low: 0.038
Previous Close: 0.064
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.32%
1 Month
  -83.48%
3 Months
  -91.91%
YTD
  -95.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.038
1M High / 1M Low: 0.320 0.038
6M High / 6M Low: 1.060 0.038
High (YTD): 2024-01-17 1.060
Low (YTD): 2024-05-31 0.038
52W High: - -
52W Low: - -
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.151
Avg. volume 1M:   0.000
Avg. price 6M:   0.564
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   609.76%
Volatility 6M:   276.56%
Volatility 1Y:   -
Volatility 3Y:   -