BNP Paribas Call 65 EBA 20.12.2024
/ DE000PE8Y4H5
BNP Paribas Call 65 EBA 20.12.202.../ DE000PE8Y4H5 /
2024-11-13 12:21:04 PM |
Chg.-0.002 |
Bid12:33:31 PM |
Ask2024-11-13 |
Underlying |
Strike price |
Expiration date |
Option type |
0.055EUR |
-3.51% |
0.055 Bid Size: 50,000 |
- Ask Size: - |
EBAY INC. DL... |
65.00 - |
2024-12-20 |
Call |
Master data
WKN: |
PE8Y4H |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-10 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
63.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.23 |
Parity: |
-0.71 |
Time value: |
0.09 |
Break-even: |
65.91 |
Moneyness: |
0.89 |
Premium: |
0.14 |
Premium p.a.: |
2.57 |
Spread abs.: |
0.03 |
Spread %: |
54.24% |
Delta: |
0.22 |
Theta: |
-0.03 |
Omega: |
13.96 |
Rho: |
0.01 |
Quote data
Open: |
0.053 |
High: |
0.055 |
Low: |
0.053 |
Previous Close: |
0.057 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.79% |
1 Month |
|
|
-85.90% |
3 Months |
|
|
-38.20% |
YTD |
|
|
+5.77% |
1 Year |
|
|
+77.42% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.083 |
0.056 |
1M High / 1M Low: |
0.440 |
0.020 |
6M High / 6M Low: |
0.460 |
0.020 |
High (YTD): |
2024-10-08 |
0.460 |
Low (YTD): |
2024-10-31 |
0.020 |
52W High: |
2024-10-08 |
0.460 |
52W Low: |
2024-10-31 |
0.020 |
Avg. price 1W: |
|
0.067 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.194 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.163 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.118 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
596.16% |
Volatility 6M: |
|
324.73% |
Volatility 1Y: |
|
286.97% |
Volatility 3Y: |
|
- |