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BNP Paribas Call 60 EBA 20.12.202.../  DE000PE8Y4F9  /

EUWAX
2024-08-01  9:24:27 AM Chg.-0.030 Bid7:59:32 PM Ask7:59:32 PM Underlying Strike price Expiration date Option type
0.240EUR -11.11% 0.260
Bid Size: 100,000		 0.270
Ask Size: 100,000		 EBAY INC. DL... 60.00 - 2024-12-20 Call
 

Master data

WKN: PE8Y4F
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.76
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.22
Parity: -0.86
Time value: 0.26
Break-even: 62.60
Moneyness: 0.86
Premium: 0.22
Premium p.a.: 0.67
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.34
Theta: -0.02
Omega: 6.68
Rho: 0.06
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.32%
1 Month  
+20.00%
3 Months     0.00%
YTD  
+166.67%
1 Year  
+41.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.180
1M High / 1M Low: 0.270 0.160
6M High / 6M Low: 0.290 0.050
High (YTD): 2024-06-20 0.290
Low (YTD): 2024-01-16 0.046
52W High: 2024-06-20 0.290
52W Low: 2024-01-16 0.046
Avg. price 1W:   0.214
Avg. volume 1W:   0.000
Avg. price 1M:   0.193
Avg. volume 1M:   0.000
Avg. price 6M:   0.180
Avg. volume 6M:   78.740
Avg. price 1Y:   0.148
Avg. volume 1Y:   39.063
Volatility 1M:   179.66%
Volatility 6M:   199.11%
Volatility 1Y:   177.23%
Volatility 3Y:   -