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: |
|
- |
