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

EUWAX
27/06/2024  09:24:06 Chg.-0.003 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.039EUR -7.14% -
Bid Size: -		 -
Ask Size: -		 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: 55.24
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.24
Parity: -2.17
Time value: 0.09
Break-even: 72.91
Moneyness: 0.70
Premium: 0.45
Premium p.a.: 1.16
Spread abs.: 0.05
Spread %: 127.50%
Delta: 0.14
Theta: -0.01
Omega: 7.83
Rho: 0.03
 

Quote data

Open: 0.039
High: 0.039
Low: 0.039
Previous Close: 0.042
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.58%
1 Month
  -11.36%
3 Months
  -29.09%
YTD  
+44.44%
1 Year
  -45.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.042
1M High / 1M Low: 0.057 0.031
6M High / 6M Low: 0.086 0.013
High (YTD): 14/03/2024 0.086
Low (YTD): 23/01/2024 0.013
52W High: 26/07/2023 0.120
52W Low: 24/11/2023 0.009
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.041
Avg. volume 1M:   0.000
Avg. price 6M:   0.036
Avg. volume 6M:   0.000
Avg. price 1Y:   0.044
Avg. volume 1Y:   0.000
Volatility 1M:   259.78%
Volatility 6M:   223.70%
Volatility 1Y:   233.16%
Volatility 3Y:   -