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

EUWAX
2024-06-06  8:28:38 AM Chg.+0.050 Bid9:59:02 AM Ask9:59:02 AM Underlying Strike price Expiration date Option type
0.210EUR +31.25% 0.200
Bid Size: 10,500
-
Ask Size: -
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: -22.16
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.18
Implied volatility: 0.28
Historic volatility: 0.24
Parity: 0.18
Time value: 0.04
Break-even: 48.38
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 4.76%
Delta: -0.73
Theta: -0.03
Omega: -16.10
Rho: -0.02
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.38%
1 Month
  -58.82%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.140
1M High / 1M Low: 0.550 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.312
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   372.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -