BNP Paribas Call 42 EBA 17.01.2025
/ DE000PE0URL5
BNP Paribas Call 42 EBA 17.01.202.../ DE000PE0URL5 /
| 29/07/2024 09:01:21 |
Chg.+0.09 |
Bid10:31:26 |
Ask10:31:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
+7.69% |
1.26
Bid Size: 50,000 |
1.27
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: |
3.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.22 |
| Parity: |
0.79 |
| Time value: |
0.47 |
| Break-even: |
54.60 |
| Moneyness: |
1.19 |
| Premium: |
0.09 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.80% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
2.96 |
| Rho: |
0.12 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.13% |
| 1 Month |
|
|
+5.00% |
| 3 Months |
|
|
+8.62% |
| YTD |
|
|
+106.56% |
| 1 Year |
|
|
+53.66% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
1.15 |
| 1M High / 1M Low: |
1.34 |
1.12 |
| 6M High / 6M Low: |
1.38 |
0.45 |
| High (YTD): |
20/06/2024 |
1.38 |
| Low (YTD): |
16/01/2024 |
0.41 |
| 52W High: |
20/06/2024 |
1.38 |
| 52W Low: |
13/11/2023 |
0.40 |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.82 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
77.67% |
| Volatility 6M: |
|
97.48% |
| Volatility 1Y: |
|
96.25% |
| Volatility 3Y: |
|
- |
