BNP Paribas Call 62 EBA 17.01.2025
/ DE000PE8Y4U8
BNP Paribas Call 62 EBA 17.01.202.../ DE000PE8Y4U8 /
13/11/2024 13:21:25 |
Chg.-0.010 |
Bid13:24:51 |
Ask13/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
-4.55% |
0.210 Bid Size: 50,000 |
- Ask Size: - |
EBAY INC. DL... |
62.00 - |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
10/02/2023 |
Last trading day: |
16/01/2025 |
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: |
0.220 |
Low: |
0.210 |
Previous Close: |
0.220 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-66.13% |
3 Months |
|
|
+16.67% |
YTD |
|
|
+153.01% |
1 Year |
|
|
+346.81% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.210 |
1M High / 1M Low: |
0.670 |
0.090 |
6M High / 6M Low: |
0.700 |
0.090 |
High (YTD): |
08/10/2024 |
0.700 |
Low (YTD): |
22/01/2024 |
0.045 |
52W High: |
08/10/2024 |
0.700 |
52W Low: |
20/11/2023 |
0.043 |
Avg. price 1W: |
|
0.234 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.375 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.288 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.204 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
396.84% |
Volatility 6M: |
|
243.01% |
Volatility 1Y: |
|
225.32% |
Volatility 3Y: |
|
- |