BNP Paribas Call 72 EBA 20.12.202.../  DE000PE8Y4L7  /

Frankfurt Zert./BNP
31/07/2024  10:50:48 Chg.+0.003 Bid10:54:56 Ask10:54:56 Underlying Strike price Expiration date Option type
0.053EUR +6.00% 0.053
Bid Size: 50,000
0.091
Ask Size: 50,000
EBAY INC. DL... 72.00 - 20/12/2024 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: 20/12/2024
Issue date: 10/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 56.29
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.22
Parity: -2.08
Time value: 0.09
Break-even: 72.91
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 1.48
Spread abs.: 0.04
Spread %: 82.00%
Delta: 0.14
Theta: -0.01
Omega: 8.06
Rho: 0.02
 

Quote data

Open: 0.053
High: 0.053
Low: 0.053
Previous Close: 0.050
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+55.88%
1 Month  
+35.90%
3 Months  
+3.92%
YTD  
+96.30%
1 Year
  -18.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.032
1M High / 1M Low: 0.050 0.020
6M High / 6M Low: 0.080 0.002
High (YTD): 13/03/2024 0.080
Low (YTD): 19/02/2024 0.002
52W High: 13/03/2024 0.080
52W Low: 19/02/2024 0.002
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.039
Avg. volume 6M:   0.000
Avg. price 1Y:   0.039
Avg. volume 1Y:   0.000
Volatility 1M:   315.46%
Volatility 6M:   1,153.55%
Volatility 1Y:   829.62%
Volatility 3Y:   -