BNP Paribas Call 62 EBA 20.12.202.../  DE000PE8Y4G7  /

EUWAX
7/31/2024  9:21:19 AM Chg.+0.040 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.210EUR +23.53% -
Bid Size: -
-
Ask Size: -
EBAY INC. DL... 62.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.39
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.22
Parity: -1.08
Time value: 0.21
Break-even: 64.10
Moneyness: 0.83
Premium: 0.25
Premium p.a.: 0.78
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.29
Theta: -0.02
Omega: 7.04
Rho: 0.05
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+61.54%
1 Month  
+50.00%
3 Months  
+10.53%
YTD  
+187.67%
1 Year  
+31.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.130
1M High / 1M Low: 0.190 0.120
6M High / 6M Low: 0.240 0.040
High (YTD): 3/14/2024 0.240
Low (YTD): 1/16/2024 0.037
52W High: 3/14/2024 0.240
52W Low: 1/16/2024 0.037
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.145
Avg. volume 1M:   0.000
Avg. price 6M:   0.140
Avg. volume 6M:   0.000
Avg. price 1Y:   0.118
Avg. volume 1Y:   0.000
Volatility 1M:   221.07%
Volatility 6M:   214.16%
Volatility 1Y:   187.03%
Volatility 3Y:   -