BNP Paribas Call 35 EBA 20.12.2024
/ DE000PE0URD2
BNP Paribas Call 35 EBA 20.12.202.../ DE000PE0URD2 /
8/20/2024 9:02:20 AM |
Chg.- |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.99EUR |
- |
- 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: |
8/21/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.88 |
Intrinsic value: |
1.84 |
Implied volatility: |
0.72 |
Historic volatility: |
0.22 |
Parity: |
1.84 |
Time value: |
0.15 |
Break-even: |
54.90 |
Moneyness: |
1.53 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
-0.02 |
Spread %: |
-1.00% |
Delta: |
0.90 |
Theta: |
-0.02 |
Omega: |
2.42 |
Rho: |
0.08 |
Quote data
Open: |
1.99 |
High: |
1.99 |
Low: |
1.99 |
Previous Close: |
1.89 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+1.02% |
3 Months |
|
|
+6.99% |
YTD |
|
|
+99.00% |
1 Year |
|
|
+61.79% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.02 |
1.79 |
6M High / 6M Low: |
2.02 |
1.33 |
High (YTD): |
8/12/2024 |
2.02 |
Low (YTD): |
1/16/2024 |
0.76 |
52W High: |
8/12/2024 |
2.02 |
52W Low: |
11/13/2023 |
0.71 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.93 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.72 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.32 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
58.63% |
Volatility 6M: |
|
64.13% |
Volatility 1Y: |
|
74.18% |
Volatility 3Y: |
|
- |