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BNP Paribas Call 62 EBA 17.01.202.../  DE000PE8Y4U8  /

EUWAX
10/9/2024  9:22:21 AM Chg.- Bid8:25:02 AM Ask8:25:02 AM Underlying Strike price Expiration date Option type
0.680EUR - 0.600
Bid Size: 25,000		 0.610
Ask Size: 25,000		 EBAY INC. DL... 62.00 - 1/17/2025 Call
 

Master data

WKN: PE8Y4U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 62.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.00
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.22
Parity: -0.08
Time value: 0.68
Break-even: 68.80
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 0.54
Spread abs.: 0.01
Spread %: 1.49%
Delta: 0.55
Theta: -0.04
Omega: 4.95
Rho: 0.07
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.25%
1 Month  
+106.06%
3 Months  
+353.33%
YTD  
+709.52%
1 Year  
+385.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.590
1M High / 1M Low: 0.680 0.330
6M High / 6M Low: 0.680 0.100
High (YTD): 10/9/2024 0.680
Low (YTD): 1/16/2024 0.044
52W High: 10/9/2024 0.680
52W Low: 11/20/2023 0.043
Avg. price 1W:   0.642
Avg. volume 1W:   0.000
Avg. price 1M:   0.520
Avg. volume 1M:   0.000
Avg. price 6M:   0.243
Avg. volume 6M:   0.000
Avg. price 1Y:   0.173
Avg. volume 1Y:   0.000
Volatility 1M:   191.31%
Volatility 6M:   211.25%
Volatility 1Y:   193.35%
Volatility 3Y:   -