BNP Paribas Call 72 EBA 17.01.202.../  DE000PE8Y4Y0  /

EUWAX
11/11/2024  9:22:34 AM Chg.-0.002 Bid12:47:53 PM Ask12:47:53 PM Underlying Strike price Expiration date Option type
0.018EUR -10.00% 0.020
Bid Size: 50,000
0.091
Ask Size: 50,000
EBAY INC. DL... 72.00 - 1/17/2025 Call
 

Master data

WKN: PE8Y4Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 72.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 63.48
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.23
Parity: -1.42
Time value: 0.09
Break-even: 72.91
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 2.55
Spread abs.: 0.07
Spread %: 378.95%
Delta: 0.16
Theta: -0.02
Omega: 10.38
Rho: 0.02
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.020
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+125.00%
1 Month
  -90.53%
3 Months
  -59.09%
YTD
  -45.45%
1 Year
  -10.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.008
1M High / 1M Low: 0.200 0.005
6M High / 6M Low: 0.210 0.005
High (YTD): 10/9/2024 0.210
Low (YTD): 11/1/2024 0.005
52W High: 10/9/2024 0.210
52W Low: 11/1/2024 0.005
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   0.072
Avg. volume 6M:   0.000
Avg. price 1Y:   0.056
Avg. volume 1Y:   0.000
Volatility 1M:   721.82%
Volatility 6M:   383.40%
Volatility 1Y:   310.53%
Volatility 3Y:   -