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

EUWAX
09/10/2024  09:22:21 Chg.+0.010 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.680EUR +1.49% -
Bid Size: -
-
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: 8.74
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.22
Parity: -0.08
Time value: 0.70
Break-even: 69.00
Moneyness: 0.99
Premium: 0.13
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 1.45%
Delta: 0.55
Theta: -0.04
Omega: 4.83
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  
+21.43%
1 Month  
+134.48%
3 Months  
+353.33%
YTD  
+709.52%
1 Year  
+353.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.560
1M High / 1M Low: 0.680 0.290
6M High / 6M Low: 0.680 0.100
High (YTD): 09/10/2024 0.680
Low (YTD): 16/01/2024 0.044
52W High: 09/10/2024 0.680
52W Low: 20/11/2023 0.043
Avg. price 1W:   0.626
Avg. volume 1W:   0.000
Avg. price 1M:   0.510
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:   189.32%
Volatility 6M:   210.68%
Volatility 1Y:   193.14%
Volatility 3Y:   -