BNP Paribas Call 40 EBA 17.01.2025
/ DE000PE0URK7
BNP Paribas Call 40 EBA 17.01.202.../ DE000PE0URK7 /
03/09/2024 09:07:35 |
Chg.+0.01 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
1.80EUR |
+0.56% |
- Bid Size: - |
- Ask Size: - |
EBAY INC. DL... |
40.00 - |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
17/03/2023 |
Last trading day: |
16/01/2025 |
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: |
1.80 |
High: |
1.80 |
Low: |
1.80 |
Previous Close: |
1.79 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.56% |
1 Month |
|
|
+17.65% |
3 Months |
|
|
+29.50% |
YTD |
|
|
+153.52% |
1 Year |
|
|
+91.49% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.80 |
1.66 |
1M High / 1M Low: |
1.80 |
1.38 |
6M High / 6M Low: |
1.80 |
0.99 |
High (YTD): |
03/09/2024 |
1.80 |
Low (YTD): |
16/01/2024 |
0.50 |
52W High: |
03/09/2024 |
1.80 |
52W Low: |
13/11/2023 |
0.48 |
Avg. price 1W: |
|
1.76 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.61 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.36 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.02 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
69.89% |
Volatility 6M: |
|
77.83% |
Volatility 1Y: |
|
88.80% |
Volatility 3Y: |
|
- |