BNP Paribas Call 42 EBA 17.01.2025
/ DE000PE0URL5
BNP Paribas Call 42 EBA 17.01.202.../ DE000PE0URL5 /
13/09/2024 21:50:24 |
Chg.+0.040 |
Bid21:56:59 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.020EUR |
+2.02% |
2.000 Bid Size: 44,000 |
- Ask Size: - |
EBAY INC. DL... |
42.00 - |
17/01/2025 |
Call |
Master data
WKN: |
PE0URL |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.00 - |
Maturity: |
17/01/2025 |
Issue date: |
17/03/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.58 |
Intrinsic value: |
1.53 |
Implied volatility: |
0.91 |
Historic volatility: |
0.22 |
Parity: |
1.53 |
Time value: |
0.47 |
Break-even: |
62.00 |
Moneyness: |
1.36 |
Premium: |
0.08 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.81 |
Theta: |
-0.04 |
Omega: |
2.32 |
Rho: |
0.09 |
Quote data
Open: |
1.970 |
High: |
2.040 |
Low: |
1.930 |
Previous Close: |
1.980 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+23.93% |
1 Month |
|
|
+49.63% |
3 Months |
|
|
+80.36% |
YTD |
|
|
+236.67% |
1 Year |
|
|
+155.70% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.020 |
1.660 |
1M High / 1M Low: |
2.020 |
1.330 |
6M High / 6M Low: |
2.020 |
0.910 |
High (YTD): |
13/09/2024 |
2.020 |
Low (YTD): |
17/01/2024 |
0.430 |
52W High: |
13/09/2024 |
2.020 |
52W Low: |
20/11/2023 |
0.400 |
Avg. price 1W: |
|
1.828 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.593 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.253 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.929 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
68.83% |
Volatility 6M: |
|
79.51% |
Volatility 1Y: |
|
99.74% |
Volatility 3Y: |
|
- |