BNP Paribas Call 72 EBA 20.12.2024
/ DE000PE8Y4L7
BNP Paribas Call 72 EBA 20.12.202.../ DE000PE8Y4L7 /
2024-09-05 2:50:42 PM |
Chg.-0.012 |
Bid2024-09-05 |
Ask2024-09-05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.033EUR |
-26.67% |
0.033 Bid Size: 50,000 |
0.091 Ask Size: 50,000 |
EBAY INC. DL... |
72.00 - |
2024-12-20 |
Call |
Master data
WKN: |
PE8Y4L |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
72.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-10 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
58.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.21 |
Parity: |
-1.88 |
Time value: |
0.09 |
Break-even: |
72.91 |
Moneyness: |
0.74 |
Premium: |
0.37 |
Premium p.a.: |
1.96 |
Spread abs.: |
0.05 |
Spread %: |
97.83% |
Delta: |
0.15 |
Theta: |
-0.02 |
Omega: |
8.64 |
Rho: |
0.02 |
Quote data
Open: |
0.034 |
High: |
0.035 |
Low: |
0.033 |
Previous Close: |
0.045 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-19.51% |
1 Month |
|
|
+13.79% |
3 Months |
|
|
-17.50% |
YTD |
|
|
+22.22% |
1 Year |
|
|
-52.86% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.045 |
0.041 |
1M High / 1M Low: |
0.046 |
0.018 |
6M High / 6M Low: |
0.080 |
0.018 |
High (YTD): |
2024-03-13 |
0.080 |
Low (YTD): |
2024-02-19 |
0.002 |
52W High: |
2024-03-13 |
0.080 |
52W Low: |
2024-02-19 |
0.002 |
Avg. price 1W: |
|
0.043 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.034 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.041 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.036 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
343.54% |
Volatility 6M: |
|
287.82% |
Volatility 1Y: |
|
835.92% |
Volatility 3Y: |
|
- |