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

EUWAX
09/10/2024  09:22:21 Chg.- Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.630EUR - -
Bid Size: -
-
Ask Size: -
EBAY INC. DL... 62.00 - 20/12/2024 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: 20/12/2024
Issue date: 10/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.71
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.22
Parity: -0.08
Time value: 0.63
Break-even: 68.30
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 0.76
Spread abs.: 0.01
Spread %: 1.61%
Delta: 0.54
Theta: -0.05
Omega: 5.27
Rho: 0.05
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.53%
1 Month  
+152.00%
3 Months  
+425.00%
YTD  
+763.01%
1 Year  
+384.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.510
1M High / 1M Low: 0.630 0.250
6M High / 6M Low: 0.630 0.083
High (YTD): 09/10/2024 0.630
Low (YTD): 16/01/2024 0.037
52W High: 09/10/2024 0.630
52W Low: 16/01/2024 0.037
Avg. price 1W:   0.576
Avg. volume 1W:   0.000
Avg. price 1M:   0.461
Avg. volume 1M:   0.000
Avg. price 6M:   0.211
Avg. volume 6M:   0.000
Avg. price 1Y:   0.150
Avg. volume 1Y:   0.000
Volatility 1M:   213.58%
Volatility 6M:   223.45%
Volatility 1Y:   206.16%
Volatility 3Y:   -