BNP Paribas Call 50 EBA 20.12.2024
/ DE000PE8Y4B8
BNP Paribas Call 50 EBA 20.12.202.../ DE000PE8Y4B8 /
03/09/2024 21:50:41 |
Chg.-0.040 |
Bid21:58:44 |
Ask21:58:44 |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
-4.21% |
0.930 Bid Size: 50,000 |
0.940 Ask Size: 50,000 |
EBAY INC. DL... |
50.00 - |
20/12/2024 |
Call |
Master data
WKN: |
PE8Y4B |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 - |
Maturity: |
20/12/2024 |
Issue date: |
10/02/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.69 |
Historic volatility: |
0.22 |
Parity: |
0.34 |
Time value: |
0.64 |
Break-even: |
59.80 |
Moneyness: |
1.07 |
Premium: |
0.12 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.03 |
Spread %: |
3.16% |
Delta: |
0.65 |
Theta: |
-0.04 |
Omega: |
3.55 |
Rho: |
0.07 |
Quote data
Open: |
0.940 |
High: |
1.000 |
Low: |
0.910 |
Previous Close: |
0.950 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.64% |
1 Month |
|
|
+18.18% |
3 Months |
|
|
+40.00% |
YTD |
|
|
+237.04% |
1 Year |
|
|
+97.83% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.830 |
1M High / 1M Low: |
0.950 |
0.690 |
6M High / 6M Low: |
0.950 |
0.410 |
High (YTD): |
02/09/2024 |
0.950 |
Low (YTD): |
17/01/2024 |
0.160 |
52W High: |
02/09/2024 |
0.950 |
52W Low: |
17/01/2024 |
0.160 |
Avg. price 1W: |
|
0.906 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.814 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.640 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.455 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
106.16% |
Volatility 6M: |
|
122.32% |
Volatility 1Y: |
|
138.10% |
Volatility 3Y: |
|
- |