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

EUWAX
8/1/2024  9:24:26 AM Chg.-0.030 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.220EUR -12.00% -
Bid Size: -
-
Ask Size: -
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: 21.41
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.22
Parity: -1.06
Time value: 0.24
Break-even: 64.40
Moneyness: 0.83
Premium: 0.25
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.31
Theta: -0.02
Omega: 6.61
Rho: 0.06
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month  
+15.79%
3 Months     0.00%
YTD  
+161.90%
1 Year  
+37.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.160
1M High / 1M Low: 0.250 0.150
6M High / 6M Low: 0.260 0.047
High (YTD): 3/18/2024 0.260
Low (YTD): 1/16/2024 0.044
52W High: 3/18/2024 0.260
52W Low: 11/20/2023 0.043
Avg. price 1W:   0.196
Avg. volume 1W:   0.000
Avg. price 1M:   0.177
Avg. volume 1M:   0.000
Avg. price 6M:   0.165
Avg. volume 6M:   0.000
Avg. price 1Y:   0.136
Avg. volume 1Y:   0.000
Volatility 1M:   219.67%
Volatility 6M:   203.10%
Volatility 1Y:   176.94%
Volatility 3Y:   -