BNP Paribas Call 42 EBA 21.06.2024
/ DE000PN7B323
BNP Paribas Call 42 EBA 21.06.202.../ DE000PN7B323 /
| 2024-05-10 9:50:32 PM |
Chg.+0.060 |
Bid9:54:14 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+7.69% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
42.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN7B32 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.24 |
| Parity: |
0.73 |
| Time value: |
0.12 |
| Break-even: |
50.50 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-0.07 |
| Omega: |
4.71 |
| Rho: |
0.02 |
Quote data
| Open: |
0.790 |
| High: |
0.850 |
| Low: |
0.790 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
+27.27% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.840 |
0.710 |
| 6M High / 6M Low: |
1.060 |
0.250 |
| High (YTD): |
2024-03-28 |
1.060 |
| Low (YTD): |
2024-01-17 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.756 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.592 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.49% |
| Volatility 6M: |
|
157.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
