BNP Paribas Call 44 EBA 21.06.202.../  DE000PN7B331  /

EUWAX
2024-05-10  1:41:55 PM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.620EUR - -
Bid Size: -
-
Ask Size: -
EBAY INC. DL... 44.00 - 2024-06-21 Call
 

Master data

WKN: PN7B33
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 2024-06-21
Issue date: 2023-08-16
Last trading day: 2024-05-13
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.35
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.53
Implied volatility: 0.76
Historic volatility: 0.24
Parity: 0.53
Time value: 0.14
Break-even: 50.70
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.65
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.77
Theta: -0.07
Omega: 5.63
Rho: 0.02
 

Quote data

Open: 0.610
High: 0.620
Low: 0.610
Previous Close: 0.550
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -27.91%
3 Months  
+31.91%
YTD  
+87.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.620 0.520
6M High / 6M Low: 0.880 0.160
High (YTD): 2024-03-14 0.880
Low (YTD): 2024-01-16 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.560
Avg. volume 1M:   0.000
Avg. price 6M:   0.462
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.94%
Volatility 6M:   168.61%
Volatility 1Y:   -
Volatility 3Y:   -