BNP Paribas Call 48 EBA 20.09.2024
/ DE000PC399W0
BNP Paribas Call 48 EBA 20.09.202.../ DE000PC399W0 /
2024-08-20 8:21:34 AM |
Chg.- |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
- |
- Bid Size: - |
- Ask Size: - |
EBAY INC. DL... |
48.00 - |
2024-09-20 |
Call |
Master data
WKN: |
PC399W |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-31 |
Last trading day: |
2024-08-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.56 |
Intrinsic value: |
0.55 |
Implied volatility: |
1.05 |
Historic volatility: |
0.22 |
Parity: |
0.55 |
Time value: |
0.25 |
Break-even: |
56.00 |
Moneyness: |
1.11 |
Premium: |
0.05 |
Premium p.a.: |
1.52 |
Spread abs.: |
-0.01 |
Spread %: |
-1.23% |
Delta: |
0.72 |
Theta: |
-0.12 |
Omega: |
4.84 |
Rho: |
0.02 |
Quote data
Open: |
0.800 |
High: |
0.800 |
Low: |
0.800 |
Previous Close: |
0.690 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+5.26% |
3 Months |
|
|
+26.98% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.810 |
0.650 |
6M High / 6M Low: |
0.810 |
0.390 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.742 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.618 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
150.16% |
Volatility 6M: |
|
146.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |