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

EUWAX
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:   -