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

EUWAX
2024-06-21  9:22:01 AM Chg.-0.012 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.045EUR -21.05% -
Bid Size: -		 -
Ask Size: -		 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: 55.65
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -2.14
Time value: 0.09
Break-even: 72.91
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 1.09
Spread abs.: 0.05
Spread %: 102.22%
Delta: 0.14
Theta: -0.01
Omega: 7.94
Rho: 0.03
 

Quote data

Open: 0.045
High: 0.045
Low: 0.045
Previous Close: 0.057
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.38%
1 Month  
+40.63%
3 Months
  -35.71%
YTD  
+66.67%
1 Year
  -30.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.031
1M High / 1M Low: 0.057 0.031
6M High / 6M Low: 0.086 0.013
High (YTD): 2024-03-14 0.086
Low (YTD): 2024-01-23 0.013
52W High: 2023-07-26 0.120
52W Low: 2023-11-24 0.009
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   0.036
Avg. volume 6M:   0.000
Avg. price 1Y:   0.044
Avg. volume 1Y:   0.000
Volatility 1M:   300.36%
Volatility 6M:   226.13%
Volatility 1Y:   233.67%
Volatility 3Y:   -