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

Frankfurt Zert./BNP
2024-11-13  9:50:44 PM Chg.+0.010 Bid2024-11-13 Ask2024-11-13 Underlying Strike price Expiration date Option type
0.230EUR +4.55% 0.230
Bid Size: 50,000		 0.240
Ask Size: 50,000		 EBAY INC. DL... 62.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.19
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.23
Parity: -0.41
Time value: 0.23
Break-even: 64.30
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.80
Spread abs.: 0.01
Spread %: 4.55%
Delta: 0.38
Theta: -0.03
Omega: 9.61
Rho: 0.04
 

Quote data

Open: 0.210
High: 0.230
Low: 0.200
Previous Close: 0.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.00%
1 Month
  -65.67%
3 Months  
+27.78%
YTD  
+177.11%
1 Year  
+310.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.220
1M High / 1M Low: 0.670 0.090
6M High / 6M Low: 0.700 0.090
High (YTD): 2024-10-08 0.700
Low (YTD): 2024-01-22 0.045
52W High: 2024-10-08 0.700
52W Low: 2023-11-20 0.043
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.369
Avg. volume 1M:   0.000
Avg. price 6M:   0.289
Avg. volume 6M:   0.000
Avg. price 1Y:   0.204
Avg. volume 1Y:   0.000
Volatility 1M:   387.69%
Volatility 6M:   242.80%
Volatility 1Y:   224.69%
Volatility 3Y:   -