BNP Paribas Call 42 EBA 20.12.2024
/ DE000PE0URG5
BNP Paribas Call 42 EBA 20.12.202.../ DE000PE0URG5 /
29/07/2024 09:01:21 |
Chg.+0.09 |
Bid09:01:24 |
Ask09:01:24 |
Underlying |
Strike price |
Expiration date |
Option type |
1.24EUR |
+7.83% |
1.24 Bid Size: 12,500 |
1.25 Ask Size: 12,500 |
EBAY INC. DL... |
42.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
17/03/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.88 |
Intrinsic value: |
0.79 |
Implied volatility: |
0.65 |
Historic volatility: |
0.22 |
Parity: |
0.79 |
Time value: |
0.45 |
Break-even: |
54.40 |
Moneyness: |
1.19 |
Premium: |
0.09 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
0.81% |
Delta: |
0.75 |
Theta: |
-0.02 |
Omega: |
3.00 |
Rho: |
0.10 |
Quote data
Open: |
1.24 |
High: |
1.24 |
Low: |
1.24 |
Previous Close: |
1.15 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.20% |
1 Month |
|
|
+5.08% |
3 Months |
|
|
+9.73% |
YTD |
|
|
+110.17% |
1 Year |
|
|
+55.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.20 |
1.13 |
1M High / 1M Low: |
1.32 |
1.10 |
6M High / 6M Low: |
1.36 |
0.43 |
High (YTD): |
20/06/2024 |
1.36 |
Low (YTD): |
18/01/2024 |
0.40 |
52W High: |
20/06/2024 |
1.36 |
52W Low: |
13/11/2023 |
0.38 |
Avg. price 1W: |
|
1.17 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.18 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.01 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.80 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
78.79% |
Volatility 6M: |
|
100.80% |
Volatility 1Y: |
|
98.03% |
Volatility 3Y: |
|
- |