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BNP Paribas Call 42 EBA 20.12.202.../  DE000PE0URG5  /

Frankfurt Zert./BNP
2024-07-05  9:50:23 PM Chg.+0.020 Bid9:55:34 PM Ask9:55:34 PM Underlying Strike price Expiration date Option type
1.130EUR +1.80% 1.130
Bid Size: 50,000		 1.140
Ask Size: 50,000		 EBAY INC. DL... 42.00 - 2024-12-20 Call
 

Master data

WKN: PE0URG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 42.00 -
Maturity: 2024-12-20
Issue date: 2023-03-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.28
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.68
Implied volatility: 0.58
Historic volatility: 0.24
Parity: 0.68
Time value: 0.46
Break-even: 53.40
Moneyness: 1.16
Premium: 0.09
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 0.89%
Delta: 0.73
Theta: -0.02
Omega: 3.13
Rho: 0.11
 

Quote data

Open: 1.110
High: 1.130
Low: 1.080
Previous Close: 1.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.13%
1 Month
  -7.38%
3 Months
  -0.88%
YTD  
+94.83%
1 Year  
+48.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.190 1.110
1M High / 1M Low: 1.380 1.100
6M High / 6M Low: 1.380 0.410
High (YTD): 2024-06-19 1.380
Low (YTD): 2024-01-17 0.410
52W High: 2024-06-19 1.380
52W Low: 2023-11-20 0.380
Avg. price 1W:   1.132
Avg. volume 1W:   0.000
Avg. price 1M:   1.200
Avg. volume 1M:   0.000
Avg. price 6M:   0.927
Avg. volume 6M:   0.000
Avg. price 1Y:   0.790
Avg. volume 1Y:   0.000
Volatility 1M:   90.60%
Volatility 6M:   111.83%
Volatility 1Y:   109.55%
Volatility 3Y:   -