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BNP Paribas Call 72 EBA 17.01.202.../  DE000PE8Y4Y0  /

Frankfurt Zert./BNP
2024-09-25  9:20:57 AM Chg.0.000 Bid9:29:46 AM Ask9:29:46 AM Underlying Strike price Expiration date Option type
0.170EUR 0.00% 0.170
Bid Size: 25,000		 0.180
Ask Size: 25,000		 EBAY INC. DL... 72.00 - 2025-01-17 Call
 

Master data

WKN: PE8Y4Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 72.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.93
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.22
Parity: -1.49
Time value: 0.13
Break-even: 73.30
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 1.21
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.20
Theta: -0.02
Omega: 8.69
Rho: 0.03
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+30.77%
1 Month  
+209.09%
3 Months  
+203.57%
YTD  
+415.15%
1 Year  
+157.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.100
1M High / 1M Low: 0.170 0.047
6M High / 6M Low: 0.170 0.028
High (YTD): 2024-09-24 0.170
Low (YTD): 2024-02-19 0.007
52W High: 2024-09-24 0.170
52W Low: 2024-02-19 0.007
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.095
Avg. volume 1M:   0.000
Avg. price 6M:   0.059
Avg. volume 6M:   0.000
Avg. price 1Y:   0.047
Avg. volume 1Y:   0.000
Volatility 1M:   371.50%
Volatility 6M:   278.16%
Volatility 1Y:   363.43%
Volatility 3Y:   -