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

Frankfurt Zert./BNP
2024-06-06  8:50:34 AM Chg.0.000 Bid9:15:07 AM Ask9:15:07 AM Underlying Strike price Expiration date Option type
0.210EUR 0.00% 0.200
Bid Size: 10,250
0.210
Ask Size: 10,250
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: -29.06
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.11
Implied volatility: 0.26
Historic volatility: 0.24
Parity: 0.11
Time value: 0.06
Break-even: 48.84
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 6.25%
Delta: -0.64
Theta: -0.03
Omega: -18.67
Rho: -0.01
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -61.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.160
1M High / 1M Low: 0.540 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   0.301
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   374.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -