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

EUWAX
8/15/2024  9:28:24 AM Chg.0.000 Bid5:22:34 PM Ask5:22:34 PM Underlying Strike price Expiration date Option type
0.200EUR 0.00% 0.210
Bid Size: 100,000		 0.220
Ask Size: 100,000		 EBAY INC. DL... 60.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.11
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.21
Parity: -0.94
Time value: 0.21
Break-even: 62.10
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 0.80
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.30
Theta: -0.02
Omega: 7.27
Rho: 0.05
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month     0.00%
3 Months  
+17.65%
YTD  
+122.22%
1 Year  
+11.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.200
1M High / 1M Low: 0.270 0.170
6M High / 6M Low: 0.290 0.058
High (YTD): 6/20/2024 0.290
Low (YTD): 1/16/2024 0.046
52W High: 6/20/2024 0.290
52W Low: 1/16/2024 0.046
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.214
Avg. volume 1M:   0.000
Avg. price 6M:   0.193
Avg. volume 6M:   78.740
Avg. price 1Y:   0.150
Avg. volume 1Y:   39.063
Volatility 1M:   208.31%
Volatility 6M:   199.36%
Volatility 1Y:   180.84%
Volatility 3Y:   -