BNP Paribas Call 70 EBA 17.01.2025
/ DE000PE8Y4X2
BNP Paribas Call 70 EBA 17.01.202.../ DE000PE8Y4X2 /
12/11/2024 13:21:10 |
Chg.+0.006 |
Bid12/11/2024 |
Ask12/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.043EUR |
+16.22% |
0.043 Bid Size: 50,000 |
0.091 Ask Size: 50,000 |
EBAY INC. DL... |
70.00 - |
17/01/2025 |
Call |
Master data
WKN: |
PE8Y4X |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 - |
Maturity: |
17/01/2025 |
Issue date: |
10/02/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
64.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.23 |
Parity: |
-1.15 |
Time value: |
0.09 |
Break-even: |
70.91 |
Moneyness: |
0.84 |
Premium: |
0.21 |
Premium p.a.: |
1.88 |
Spread abs.: |
0.05 |
Spread %: |
133.33% |
Delta: |
0.18 |
Theta: |
-0.02 |
Omega: |
11.56 |
Rho: |
0.02 |
Quote data
Open: |
0.041 |
High: |
0.044 |
Low: |
0.039 |
Previous Close: |
0.037 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+26.47% |
1 Month |
|
|
-81.30% |
3 Months |
|
|
-12.24% |
YTD |
|
|
+10.26% |
1 Year |
|
|
+72.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.037 |
0.025 |
1M High / 1M Low: |
0.260 |
0.009 |
6M High / 6M Low: |
0.280 |
0.009 |
High (YTD): |
08/10/2024 |
0.280 |
Low (YTD): |
31/10/2024 |
0.009 |
52W High: |
08/10/2024 |
0.280 |
52W Low: |
31/10/2024 |
0.009 |
Avg. price 1W: |
|
0.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.109 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.094 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.071 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
580.44% |
Volatility 6M: |
|
331.87% |
Volatility 1Y: |
|
321.36% |
Volatility 3Y: |
|
- |