BNP Paribas Call 42 EBA 17.01.2025
/ DE000PE0URL5
BNP Paribas Call 42 EBA 17.01.202.../ DE000PE0URL5 /
12/07/2024 21:50:24 |
Chg.+0.020 |
Bid21:53:20 |
Ask21:53:20 |
Underlying |
Strike price |
Expiration date |
Option type |
1.240EUR |
+1.64% |
1.250 Bid Size: 50,000 |
1.260 Ask Size: 50,000 |
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: |
3.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.77 |
Implied volatility: |
0.59 |
Historic volatility: |
0.24 |
Parity: |
0.77 |
Time value: |
0.49 |
Break-even: |
54.60 |
Moneyness: |
1.18 |
Premium: |
0.10 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
0.80% |
Delta: |
0.74 |
Theta: |
-0.02 |
Omega: |
2.93 |
Rho: |
0.13 |
Quote data
Open: |
1.240 |
High: |
1.280 |
Low: |
1.230 |
Previous Close: |
1.220 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.83% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+9.73% |
YTD |
|
|
+106.67% |
1 Year |
|
|
+40.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.240 |
1.140 |
1M High / 1M Low: |
1.380 |
1.120 |
6M High / 6M Low: |
1.380 |
0.430 |
High (YTD): |
19/06/2024 |
1.380 |
Low (YTD): |
17/01/2024 |
0.430 |
52W High: |
19/06/2024 |
1.380 |
52W Low: |
20/11/2023 |
0.400 |
Avg. price 1W: |
|
1.180 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.214 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.975 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.816 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
85.14% |
Volatility 6M: |
|
104.77% |
Volatility 1Y: |
|
104.03% |
Volatility 3Y: |
|
- |