BNP Paribas Call 70 EBA 17.01.202.../  DE000PE8Y4X2  /

EUWAX
2024-07-29  9:23:31 AM Chg.+0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.062EUR +19.23% -
Bid Size: -
-
Ask Size: -
EBAY INC. DL... 70.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 54.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.22
Parity: -2.01
Time value: 0.09
Break-even: 70.91
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 1.11
Spread abs.: 0.03
Spread %: 46.77%
Delta: 0.15
Theta: -0.01
Omega: 8.05
Rho: 0.03
 

Quote data

Open: 0.062
High: 0.062
Low: 0.062
Previous Close: 0.052
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+6.90%
3 Months
  -20.51%
YTD  
+55.00%
1 Year
  -34.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.062 0.048
1M High / 1M Low: 0.075 0.044
6M High / 6M Low: 0.120 0.021
High (YTD): 2024-03-18 0.120
Low (YTD): 2024-01-23 0.020
52W High: 2024-03-18 0.120
52W Low: 2023-11-20 0.017
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.056
Avg. volume 1M:   0.000
Avg. price 6M:   0.060
Avg. volume 6M:   708.661
Avg. price 1Y:   0.057
Avg. volume 1Y:   354.331
Volatility 1M:   214.70%
Volatility 6M:   224.45%
Volatility 1Y:   203.82%
Volatility 3Y:   -