BNP Paribas Call 70 EBA 20.12.202.../  DE000PE8Y4K9  /

Frankfurt Zert./BNP
11/12/2024  9:50:45 PM Chg.-0.007 Bid9:58:45 PM Ask9:58:45 PM Underlying Strike price Expiration date Option type
0.008EUR -46.67% 0.009
Bid Size: 50,000
0.091
Ask Size: 50,000
EBAY INC. DL... 70.00 - 12/20/2024 Call
 

Master data

WKN: PE8Y4K
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 12/20/2024
Issue date: 2/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 64.34
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.23
Parity: -1.15
Time value: 0.09
Break-even: 70.91
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 5.30
Spread abs.: 0.08
Spread %: 506.67%
Delta: 0.18
Theta: -0.04
Omega: 11.48
Rho: 0.01
 

Quote data

Open: 0.014
High: 0.016
Low: 0.007
Previous Close: 0.015
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -46.67%
1 Month
  -95.56%
3 Months
  -78.38%
YTD
  -75.00%
1 Year
  -63.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.009
1M High / 1M Low: 0.210 0.002
6M High / 6M Low: 0.240 0.002
High (YTD): 10/8/2024 0.240
Low (YTD): 10/31/2024 0.002
52W High: 10/8/2024 0.240
52W Low: 10/31/2024 0.002
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   0.000
Avg. price 6M:   0.075
Avg. volume 6M:   0.000
Avg. price 1Y:   0.057
Avg. volume 1Y:   0.000
Volatility 1M:   835.64%
Volatility 6M:   424.27%
Volatility 1Y:   417.49%
Volatility 3Y:   -