BNP Paribas Call 65 EBA 20.12.202.../  DE000PE8Y4H5  /

Frankfurt Zert./BNP
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:   -