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

Frankfurt Zert./BNP
2024-06-14  9:50:30 PM Chg.-0.009 Bid9:59:34 PM Ask9:59:34 PM Underlying Strike price Expiration date Option type
0.042EUR -17.65% 0.042
Bid Size: 50,000		 0.091
Ask Size: 50,000		 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: 53.51
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -2.33
Time value: 0.09
Break-even: 72.91
Moneyness: 0.68
Premium: 0.50
Premium p.a.: 0.98
Spread abs.: 0.05
Spread %: 116.67%
Delta: 0.14
Theta: -0.01
Omega: 7.44
Rho: 0.03
 

Quote data

Open: 0.052
High: 0.052
Low: 0.041
Previous Close: 0.051
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month  
+31.25%
3 Months
  -53.33%
YTD  
+27.27%
1 Year
  -58.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.051 0.042
1M High / 1M Low: 0.062 0.029
6M High / 6M Low: 0.090 0.007
High (YTD): 2024-03-15 0.090
Low (YTD): 2024-02-19 0.007
52W High: 2023-07-26 0.130
52W Low: 2024-02-19 0.007
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.044
Avg. volume 6M:   0.000
Avg. price 1Y:   0.052
Avg. volume 1Y:   0.000
Volatility 1M:   267.01%
Volatility 6M:   419.15%
Volatility 1Y:   337.71%
Volatility 3Y:   -