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

EUWAX
2024-09-24  9:20:51 AM Chg.+0.010 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.120EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 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: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month  
+84.62%
3 Months  
+114.29%
YTD  
+263.64%
1 Year  
+79.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.110
1M High / 1M Low: 0.180 0.044
6M High / 6M Low: 0.180 0.027
High (YTD): 2024-09-18 0.180
Low (YTD): 2024-01-23 0.017
52W High: 2024-09-18 0.180
52W Low: 2023-11-24 0.014
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   0.057
Avg. volume 6M:   0.000
Avg. price 1Y:   0.047
Avg. volume 1Y:   0.000
Volatility 1M:   301.39%
Volatility 6M:   269.81%
Volatility 1Y:   241.44%
Volatility 3Y:   -