BNP Paribas Call 70 EBA 17.01.2025
/ DE000PE8Y4X2
BNP Paribas Call 70 EBA 17.01.202.../ DE000PE8Y4X2 /
9/6/2024 1:50:39 PM |
Chg.-0.017 |
Bid9/6/2024 |
Ask9/6/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.069EUR |
-19.77% |
0.069 Bid Size: 50,000 |
0.099 Ask Size: 50,000 |
EBAY INC. DL... |
70.00 - |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
2/10/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
56.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.21 |
Parity: |
-1.68 |
Time value: |
0.10 |
Break-even: |
70.95 |
Moneyness: |
0.76 |
Premium: |
0.33 |
Premium p.a.: |
1.20 |
Spread abs.: |
0.01 |
Spread %: |
11.76% |
Delta: |
0.16 |
Theta: |
-0.01 |
Omega: |
8.96 |
Rho: |
0.03 |
Quote data
Open: |
0.068 |
High: |
0.070 |
Low: |
0.067 |
Previous Close: |
0.086 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.66% |
1 Month |
|
|
+23.21% |
3 Months |
|
|
+1.47% |
YTD |
|
|
+76.92% |
1 Year |
|
|
-18.82% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.086 |
0.078 |
1M High / 1M Low: |
0.086 |
0.037 |
6M High / 6M Low: |
0.110 |
0.034 |
High (YTD): |
3/15/2024 |
0.110 |
Low (YTD): |
2/19/2024 |
0.012 |
52W High: |
3/15/2024 |
0.110 |
52W Low: |
2/19/2024 |
0.012 |
Avg. price 1W: |
|
0.081 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.063 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.066 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.054 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
296.43% |
Volatility 6M: |
|
246.34% |
Volatility 1Y: |
|
278.33% |
Volatility 3Y: |
|
- |