BNP Paribas Call 42 EBA 17.01.2025
/ DE000PE0URL5
BNP Paribas Call 42 EBA 17.01.202.../ DE000PE0URL5 /
04/10/2024 09:08:50 |
Chg.- |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
2.18EUR |
- |
- Bid Size: - |
- 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: |
07/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.88 |
Intrinsic value: |
1.84 |
Implied volatility: |
0.91 |
Historic volatility: |
0.22 |
Parity: |
1.84 |
Time value: |
0.34 |
Break-even: |
63.80 |
Moneyness: |
1.44 |
Premium: |
0.06 |
Premium p.a.: |
0.21 |
Spread abs.: |
-0.08 |
Spread %: |
-3.54% |
Delta: |
0.84 |
Theta: |
-0.04 |
Omega: |
2.34 |
Rho: |
0.08 |
Quote data
Open: |
2.18 |
High: |
2.18 |
Low: |
2.18 |
Previous Close: |
2.13 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
+3.32% |
1 Month |
|
|
+37.97% |
3 Months |
|
|
+89.57% |
YTD |
|
|
+257.38% |
1 Year |
|
|
+207.04% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.19 |
2.11 |
1M High / 1M Low: |
2.19 |
1.62 |
6M High / 6M Low: |
2.19 |
0.90 |
High (YTD): |
02/10/2024 |
2.19 |
Low (YTD): |
16/01/2024 |
0.41 |
52W High: |
02/10/2024 |
2.19 |
52W Low: |
13/11/2023 |
0.40 |
Avg. price 1W: |
|
2.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.98 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.35 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.00 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
68.41% |
Volatility 6M: |
|
84.63% |
Volatility 1Y: |
|
96.76% |
Volatility 3Y: |
|
- |