BNP Paribas Call 62 EBA 20.12.2024
/ DE000PE8Y4G7
BNP Paribas Call 62 EBA 20.12.202.../ DE000PE8Y4G7 /
2024-10-09 9:50:36 PM |
Chg.-0.030 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
-4.62% |
0.620 Bid Size: 50,000 |
0.630 Ask Size: 50,000 |
EBAY INC. DL... |
62.00 - |
2024-12-20 |
Call |
Master data
WKN: |
PE8Y4G |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
62.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-10 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.62 |
Historic volatility: |
0.22 |
Parity: |
-0.08 |
Time value: |
0.65 |
Break-even: |
68.50 |
Moneyness: |
0.99 |
Premium: |
0.12 |
Premium p.a.: |
0.77 |
Spread abs.: |
0.01 |
Spread %: |
1.56% |
Delta: |
0.55 |
Theta: |
-0.05 |
Omega: |
5.13 |
Rho: |
0.05 |
Quote data
Open: |
0.630 |
High: |
0.650 |
Low: |
0.610 |
Previous Close: |
0.650 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+19.23% |
1 Month |
|
|
+148.00% |
3 Months |
|
|
+376.92% |
YTD |
|
|
+773.24% |
1 Year |
|
|
+376.92% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.520 |
1M High / 1M Low: |
0.650 |
0.250 |
6M High / 6M Low: |
0.650 |
0.084 |
High (YTD): |
2024-10-08 |
0.650 |
Low (YTD): |
2024-02-19 |
0.037 |
52W High: |
2024-10-08 |
0.650 |
52W Low: |
2024-02-19 |
0.037 |
Avg. price 1W: |
|
0.578 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.461 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.213 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.151 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
240.81% |
Volatility 6M: |
|
214.06% |
Volatility 1Y: |
|
215.61% |
Volatility 3Y: |
|
- |