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: |
|
- |
