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BNP Paribas Call 42 EBA 17.01.202.../  DE000PE0URL5  /

Frankfurt Zert./BNP
2024-06-27  6:05:15 PM Chg.-0.060 Bid2024-06-27 Ask2024-06-27 Underlying Strike price Expiration date Option type
1.200EUR -4.76% 1.200
Bid Size: 100,000		 1.210
Ask Size: 100,000		 EBAY INC. DL... 42.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-03-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.99
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.83
Implied volatility: 0.53
Historic volatility: 0.24
Parity: 0.83
Time value: 0.43
Break-even: 54.60
Moneyness: 1.20
Premium: 0.09
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 0.80%
Delta: 0.76
Theta: -0.02
Omega: 3.03
Rho: 0.14
 

Quote data

Open: 1.240
High: 1.250
Low: 1.190
Previous Close: 1.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month
  -5.51%
3 Months  
+5.26%
YTD  
+100.00%
1 Year  
+48.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.290 1.260
1M High / 1M Low: 1.380 1.090
6M High / 6M Low: 1.380 0.430
High (YTD): 2024-06-19 1.380
Low (YTD): 2024-01-17 0.430
52W High: 2024-06-19 1.380
52W Low: 2023-11-20 0.400
Avg. price 1W:   1.270
Avg. volume 1W:   0.000
Avg. price 1M:   1.231
Avg. volume 1M:   0.000
Avg. price 6M:   0.916
Avg. volume 6M:   0.000
Avg. price 1Y:   0.801
Avg. volume 1Y:   0.000
Volatility 1M:   90.55%
Volatility 6M:   105.94%
Volatility 1Y:   104.61%
Volatility 3Y:   -