BNP Paribas Call 68 EBA 17.01.2025
/ DE000PE8Y4W4
BNP Paribas Call 68 EBA 17.01.202.../ DE000PE8Y4W4 /
11/13/2024 7:50:25 PM |
Chg.-0.001 |
Bid7:54:26 PM |
Ask7:54:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.048EUR |
-2.04% |
0.049 Bid Size: 100,000 |
0.091 Ask Size: 100,000 |
EBAY INC. DL... |
68.00 - |
1/17/2025 |
Call |
Master data
WKN: |
PE8Y4W |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
68.00 - |
Maturity: |
1/17/2025 |
Issue date: |
2/10/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
63.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.23 |
Parity: |
-1.01 |
Time value: |
0.09 |
Break-even: |
68.91 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
1.65 |
Spread abs.: |
0.04 |
Spread %: |
78.43% |
Delta: |
0.19 |
Theta: |
-0.02 |
Omega: |
12.10 |
Rho: |
0.02 |
Quote data
Open: |
0.047 |
High: |
0.051 |
Low: |
0.039 |
Previous Close: |
0.049 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-84.52% |
3 Months |
|
|
-30.43% |
YTD |
|
|
+4.35% |
1 Year |
|
|
+84.62% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.068 |
0.048 |
1M High / 1M Low: |
0.340 |
0.019 |
6M High / 6M Low: |
0.370 |
0.019 |
High (YTD): |
10/8/2024 |
0.370 |
Low (YTD): |
2/19/2024 |
0.018 |
52W High: |
10/8/2024 |
0.370 |
52W Low: |
2/19/2024 |
0.018 |
Avg. price 1W: |
|
0.056 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.154 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.131 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.096 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
535.45% |
Volatility 6M: |
|
320.84% |
Volatility 1Y: |
|
293.01% |
Volatility 3Y: |
|
- |