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

EUWAX
11/13/2024  9:16:58 AM Chg.-0.050 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.150EUR -25.00% -
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: 36.20
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.23
Parity: -0.41
Time value: 0.16
Break-even: 63.60
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 1.51
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.34
Theta: -0.04
Omega: 12.19
Rho: 0.02
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -73.68%
3 Months     0.00%
YTD  
+105.48%
1 Year  
+212.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.150
1M High / 1M Low: 0.620 0.056
6M High / 6M Low: 0.630 0.056
High (YTD): 10/9/2024 0.630
Low (YTD): 1/16/2024 0.037
52W High: 10/9/2024 0.630
52W Low: 1/16/2024 0.037
Avg. price 1W:   0.172
Avg. volume 1W:   0.000
Avg. price 1M:   0.321
Avg. volume 1M:   0.000
Avg. price 6M:   0.245
Avg. volume 6M:   0.000
Avg. price 1Y:   0.174
Avg. volume 1Y:   0.000
Volatility 1M:   525.83%
Volatility 6M:   294.10%
Volatility 1Y:   247.76%
Volatility 3Y:   -