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

Frankfurt Zert./BNP
2024-09-25  10:50:38 AM Chg.0.000 Bid2024-09-25 Ask2024-09-25 Underlying Strike price Expiration date Option type
0.130EUR 0.00% 0.130
Bid Size: 50,000		 0.140
Ask Size: 50,000		 EBAY INC. DL... 72.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.77
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.22
Parity: -1.35
Time value: 0.14
Break-even: 73.40
Moneyness: 0.81
Premium: 0.26
Premium p.a.: 1.62
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.21
Theta: -0.02
Omega: 8.86
Rho: 0.03
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+30.00%
1 Month  
+225.00%
3 Months  
+202.33%
YTD  
+381.48%
1 Year  
+128.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.075
1M High / 1M Low: 0.140 0.033
6M High / 6M Low: 0.140 0.018
High (YTD): 2024-09-17 0.140
Low (YTD): 2024-02-19 0.002
52W High: 2024-09-17 0.140
52W Low: 2024-02-19 0.002
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   0.044
Avg. volume 6M:   0.000
Avg. price 1Y:   0.037
Avg. volume 1Y:   0.000
Volatility 1M:   434.53%
Volatility 6M:   314.85%
Volatility 1Y:   843.31%
Volatility 3Y:   -