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

Frankfurt Zert./BNP
2024-07-30  9:50:41 PM Chg.+0.012 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
0.066EUR +22.22% 0.066
Bid Size: 50,000
0.091
Ask Size: 50,000
EBAY INC. DL... 70.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 55.47
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.22
Parity: -1.95
Time value: 0.09
Break-even: 70.91
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 1.38
Spread abs.: 0.04
Spread %: 75.00%
Delta: 0.15
Theta: -0.01
Omega: 8.18
Rho: 0.03
 

Quote data

Open: 0.051
High: 0.066
Low: 0.051
Previous Close: 0.054
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+65.00%
1 Month  
+29.41%
3 Months     0.00%
YTD  
+106.25%
1 Year
  -15.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.054 0.040
1M High / 1M Low: 0.064 0.030
6M High / 6M Low: 0.100 0.007
High (YTD): 2024-03-13 0.100
Low (YTD): 2024-02-19 0.007
52W High: 2024-03-13 0.100
52W Low: 2024-02-19 0.007
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.050
Avg. volume 6M:   0.000
Avg. price 1Y:   0.048
Avg. volume 1Y:   0.000
Volatility 1M:   263.86%
Volatility 6M:   421.14%
Volatility 1Y:   325.22%
Volatility 3Y:   -