BNP Paribas Call 50 EBA 20.12.2024
/ DE000PE8Y4B8
BNP Paribas Call 50 EBA 20.12.202.../ DE000PE8Y4B8 /
07/10/2024 09:20:19 |
Chg.+0.07 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
1.53EUR |
+4.79% |
- Bid Size: - |
- Ask Size: - |
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: |
3.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.08 |
Intrinsic value: |
1.04 |
Implied volatility: |
0.92 |
Historic volatility: |
0.22 |
Parity: |
1.04 |
Time value: |
0.50 |
Break-even: |
65.40 |
Moneyness: |
1.21 |
Premium: |
0.08 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.75 |
Theta: |
-0.06 |
Omega: |
2.95 |
Rho: |
0.06 |
Quote data
Open: |
1.53 |
High: |
1.53 |
Low: |
1.53 |
Previous Close: |
1.46 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.29% |
1 Month |
|
|
+70.00% |
3 Months |
|
|
+173.21% |
YTD |
|
|
+466.67% |
1 Year |
|
|
+313.51% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.53 |
1.40 |
1M High / 1M Low: |
1.53 |
0.95 |
6M High / 6M Low: |
1.53 |
0.41 |
High (YTD): |
07/10/2024 |
1.53 |
Low (YTD): |
18/01/2024 |
0.16 |
52W High: |
07/10/2024 |
1.53 |
52W Low: |
18/01/2024 |
0.16 |
Avg. price 1W: |
|
1.46 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.29 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.75 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.53 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
97.12% |
Volatility 6M: |
|
130.22% |
Volatility 1Y: |
|
138.50% |
Volatility 3Y: |
|
- |