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

EUWAX
7/29/2024  9:23:31 AM Chg.- Bid8:55:08 AM Ask8:55:08 AM Underlying Strike price Expiration date Option type
0.037EUR - 0.038
Bid Size: 12,500
0.091
Ask Size: 12,500
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: 54.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.22
Parity: -2.21
Time value: 0.09
Break-even: 72.91
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 1.61
Spread abs.: 0.05
Spread %: 145.95%
Delta: 0.14
Theta: -0.01
Omega: 7.69
Rho: 0.02
 

Quote data

Open: 0.037
High: 0.037
Low: 0.037
Previous Close: 0.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.82%
1 Month  
+2.78%
3 Months
  -35.09%
YTD  
+37.04%
1 Year
  -44.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.037 0.028
1M High / 1M Low: 0.047 0.024
6M High / 6M Low: 0.086 0.014
High (YTD): 3/14/2024 0.086
Low (YTD): 1/23/2024 0.013
52W High: 3/14/2024 0.086
52W Low: 11/24/2023 0.009
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
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:   268.19%
Volatility 6M:   242.17%
Volatility 1Y:   232.61%
Volatility 3Y:   -