BNP Paribas Call 46 EBA 21.06.2024
/ DE000PN7B356
BNP Paribas Call 46 EBA 21.06.202.../ DE000PN7B356 /
| 2024-05-24 8:22:27 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
46.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN7B35 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-05-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
1.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.33 |
| Time value: |
0.45 |
| Break-even: |
53.80 |
| Moneyness: |
1.07 |
| Premium: |
0.09 |
| Premium p.a.: |
3.64 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.65 |
| Theta: |
-0.14 |
| Omega: |
4.09 |
| Rho: |
0.01 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.70% |
| 3 Months |
|
|
+80.00% |
| YTD |
|
|
+162.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.650 |
0.360 |
| 6M High / 6M Low: |
0.720 |
0.110 |
| High (YTD): |
2024-03-14 |
0.720 |
| Low (YTD): |
2024-01-16 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.499 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.372 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.29% |
| Volatility 6M: |
|
189.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
