BNP Paribas Call 40 EBA 17.01.2025
/ DE000PE0URK7
BNP Paribas Call 40 EBA 17.01.202.../ DE000PE0URK7 /
9/3/2024 9:50:45 PM |
Chg.-0.060 |
Bid9:56:27 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.750EUR |
-3.31% |
1.770 Bid Size: 48,000 |
- Ask Size: - |
EBAY INC. DL... |
40.00 - |
1/17/2025 |
Call |
Master data
WKN: |
PE0URK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 - |
Maturity: |
1/17/2025 |
Issue date: |
3/17/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.40 |
Intrinsic value: |
1.34 |
Implied volatility: |
0.86 |
Historic volatility: |
0.22 |
Parity: |
1.34 |
Time value: |
0.47 |
Break-even: |
58.10 |
Moneyness: |
1.34 |
Premium: |
0.09 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.80 |
Theta: |
-0.03 |
Omega: |
2.36 |
Rho: |
0.09 |
Quote data
Open: |
1.790 |
High: |
1.860 |
Low: |
1.750 |
Previous Close: |
1.810 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.69% |
1 Month |
|
|
+12.18% |
3 Months |
|
|
+25.90% |
YTD |
|
|
+146.48% |
1 Year |
|
|
+82.29% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.810 |
1.650 |
1M High / 1M Low: |
1.810 |
1.450 |
6M High / 6M Low: |
1.810 |
1.050 |
High (YTD): |
9/2/2024 |
1.810 |
Low (YTD): |
1/17/2024 |
0.520 |
52W High: |
9/2/2024 |
1.810 |
52W Low: |
11/20/2023 |
0.480 |
Avg. price 1W: |
|
1.754 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.622 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.362 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.022 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
64.64% |
Volatility 6M: |
|
73.85% |
Volatility 1Y: |
|
92.15% |
Volatility 3Y: |
|
- |