BNP Paribas Put 55 EBAY 21.06.202.../  DE000PC6NMZ0  /

Frankfurt Zert./BNP
2024-05-31  9:50:27 PM Chg.-0.050 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
0.160EUR -23.81% 0.140
Bid Size: 38,000
0.150
Ask Size: 38,000
eBay Inc 55.00 USD 2024-06-21 Put
 

Master data

WKN: PC6NMZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Put
Strike price: 55.00 USD
Maturity: 2024-06-21
Issue date: 2024-03-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -21.42
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.15
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.15
Time value: 0.08
Break-even: 48.48
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 4.55%
Delta: -0.63
Theta: -0.03
Omega: -13.57
Rho: -0.02
 

Quote data

Open: 0.230
High: 0.230
Low: 0.160
Previous Close: 0.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month
  -60.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.160
1M High / 1M Low: 0.550 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.339
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   371.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -