BNP Paribas Call 65 EBA 17.01.202.../  DE000PE8Y4V6  /

EUWAX
11/13/2024  9:16:58 AM Chg.-0.040 Bid1:20:57 PM Ask1:20:57 PM Underlying Strike price Expiration date Option type
0.110EUR -26.67% 0.110
Bid Size: 50,000
-
Ask Size: -
EBAY INC. DL... 65.00 - 1/17/2025 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: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
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: 0.110
Low: 0.110
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month
  -77.08%
3 Months
  -8.33%
YTD  
+74.60%
1 Year  
+223.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.120
1M High / 1M Low: 0.490 0.044
6M High / 6M Low: 0.500 0.044
High (YTD): 10/9/2024 0.500
Low (YTD): 1/22/2024 0.033
52W High: 10/9/2024 0.500
52W Low: 11/20/2023 0.031
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.252
Avg. volume 1M:   0.000
Avg. price 6M:   0.193
Avg. volume 6M:   0.000
Avg. price 1Y:   0.139
Avg. volume 1Y:   0.000
Volatility 1M:   548.67%
Volatility 6M:   296.71%
Volatility 1Y:   247.61%
Volatility 3Y:   -