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

EUWAX
11/13/2024  9:16:58 AM Chg.-0.003 Bid9:20:26 AM Ask9:20:26 AM Underlying Strike price Expiration date Option type
0.003EUR -50.00% 0.003
Bid Size: 25,000
0.091
Ask Size: 25,000
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: 63.66
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.23
Parity: -1.41
Time value: 0.09
Break-even: 72.91
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 8.67
Spread abs.: 0.09
Spread %: 2,933.33%
Delta: 0.16
Theta: -0.04
Omega: 10.40
Rho: 0.01
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.006
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+200.00%
1 Month
  -98.00%
3 Months
  -88.89%
YTD
  -88.89%
1 Year
  -80.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.001
1M High / 1M Low: 0.150 0.001
6M High / 6M Low: 0.160 0.001
High (YTD): 10/9/2024 0.160
Low (YTD): 11/6/2024 0.001
52W High: 10/9/2024 0.160
52W Low: 11/6/2024 0.001
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   0.051
Avg. volume 6M:   0.000
Avg. price 1Y:   0.042
Avg. volume 1Y:   0.000
Volatility 1M:   2,107.76%
Volatility 6M:   889.52%
Volatility 1Y:   655.77%
Volatility 3Y:   -