BNP Paribas Call 65 EBA 17.01.2025
/ DE000PE8Y4V6
BNP Paribas Call 65 EBA 17.01.202.../ DE000PE8Y4V6 /
13/11/2024 21:50:44 |
Chg.+0.010 |
Bid21:59:32 |
Ask21:59:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+9.09% |
0.120 Bid Size: 50,000 |
0.130 Ask Size: 50,000 |
EBAY INC. DL... |
65.00 - |
17/01/2025 |
Call |
Master data
WKN: |
PE8Y4V |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 - |
Maturity: |
17/01/2025 |
Issue date: |
10/02/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
48.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.23 |
Parity: |
-0.71 |
Time value: |
0.12 |
Break-even: |
66.20 |
Moneyness: |
0.89 |
Premium: |
0.14 |
Premium p.a.: |
1.12 |
Spread abs.: |
0.01 |
Spread %: |
9.09% |
Delta: |
0.25 |
Theta: |
-0.02 |
Omega: |
12.16 |
Rho: |
0.02 |
Quote data
Open: |
0.110 |
High: |
0.120 |
Low: |
0.100 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.09% |
1 Month |
|
|
-73.33% |
3 Months |
|
|
0.00% |
YTD |
|
|
+93.55% |
1 Year |
|
|
+242.86% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.110 |
1M High / 1M Low: |
0.490 |
0.041 |
6M High / 6M Low: |
0.520 |
0.041 |
High (YTD): |
08/10/2024 |
0.520 |
Low (YTD): |
19/02/2024 |
0.030 |
52W High: |
08/10/2024 |
0.520 |
52W Low: |
19/02/2024 |
0.030 |
Avg. price 1W: |
|
0.122 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.243 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.197 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.142 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
469.48% |
Volatility 6M: |
|
280.46% |
Volatility 1Y: |
|
255.66% |
Volatility 3Y: |
|
- |