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

Frankfurt Zert./BNP
7/5/2024  9:50:32 PM Chg.+0.002 Bid7/5/2024 Ask7/5/2024 Underlying Strike price Expiration date Option type
0.031EUR +6.90% 0.031
Bid Size: 50,000
0.091
Ask Size: 50,000
EBAY INC. DL... 72.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 53.60
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.24
Parity: -2.32
Time value: 0.09
Break-even: 72.91
Moneyness: 0.68
Premium: 0.49
Premium p.a.: 1.41
Spread abs.: 0.06
Spread %: 193.55%
Delta: 0.14
Theta: -0.01
Omega: 7.41
Rho: 0.03
 

Quote data

Open: 0.029
High: 0.031
Low: 0.028
Previous Close: 0.029
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -16.22%
3 Months
  -47.46%
YTD  
+14.81%
1 Year
  -53.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.035 0.020
1M High / 1M Low: 0.052 0.020
6M High / 6M Low: 0.080 0.002
High (YTD): 3/13/2024 0.080
Low (YTD): 2/19/2024 0.002
52W High: 7/26/2023 0.120
52W Low: 2/19/2024 0.002
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.036
Avg. volume 6M:   0.000
Avg. price 1Y:   0.042
Avg. volume 1Y:   0.000
Volatility 1M:   310.70%
Volatility 6M:   1,152.71%
Volatility 1Y:   833.81%
Volatility 3Y:   -