BNP Paribas Call 68 EBA 17.01.202.../  DE000PE8Y4W4  /

Frankfurt Zert./BNP
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:   -