BNP Paribas Call 62 EBA 17.01.202.../  DE000PE8Y4U8  /

EUWAX
2024-06-24  9:23:53 AM Chg.0.000 Bid11:17:16 AM Ask11:17:16 AM Underlying Strike price Expiration date Option type
0.200EUR 0.00% 0.210
Bid Size: 50,000
0.220
Ask Size: 50,000
EBAY INC. DL... 62.00 - 2025-01-17 Call
 

Master data

WKN: PE8Y4U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 62.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.03
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.25
Parity: -1.13
Time value: 0.22
Break-even: 64.20
Moneyness: 0.82
Premium: 0.27
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.29
Theta: -0.01
Omega: 6.76
Rho: 0.07
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+25.00%
3 Months
  -13.04%
YTD  
+138.10%
1 Year  
+17.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.150
1M High / 1M Low: 0.250 0.150
6M High / 6M Low: 0.260 0.044
High (YTD): 2024-03-18 0.260
Low (YTD): 2024-01-16 0.044
52W High: 2023-07-26 0.290
52W Low: 2023-11-20 0.043
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.189
Avg. volume 1M:   0.000
Avg. price 6M:   0.140
Avg. volume 6M:   0.000
Avg. price 1Y:   0.139
Avg. volume 1Y:   0.000
Volatility 1M:   256.16%
Volatility 6M:   191.14%
Volatility 1Y:   175.71%
Volatility 3Y:   -