BNP Paribas Call 35 EBA 20.12.2024
/ DE000PE0URD2
BNP Paribas Call 35 EBA 20.12.202.../ DE000PE0URD2 /
| 7/5/2024 9:04:29 AM |
Chg.+0.01 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
+0.59% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
35.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
PE0URD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
3/17/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.24 |
| Parity: |
1.38 |
| Time value: |
0.34 |
| Break-even: |
52.20 |
| Moneyness: |
1.39 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
2.35 |
| Rho: |
0.11 |
Quote data
| Open: |
1.70 |
| High: |
1.70 |
| Low: |
1.70 |
| Previous Close: |
1.69 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.95% |
| 1 Month |
|
|
-2.86% |
| 3 Months |
|
|
+3.66% |
| YTD |
|
|
+70.00% |
| 1 Year |
|
|
+46.55% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.82 |
1.69 |
| 1M High / 1M Low: |
1.96 |
1.69 |
| 6M High / 6M Low: |
1.96 |
0.76 |
| High (YTD): |
6/20/2024 |
1.96 |
| Low (YTD): |
1/16/2024 |
0.76 |
| 52W High: |
6/20/2024 |
1.96 |
| 52W Low: |
11/13/2023 |
0.71 |
| Avg. price 1W: |
|
1.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.24 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
62.47% |
| Volatility 6M: |
|
73.14% |
| Volatility 1Y: |
|
77.49% |
| Volatility 3Y: |
|
- |
