BNP Paribas Call 35 EBAY 16.01.20.../  DE000PC1JNW4  /

EUWAX
2024-07-26  9:13:35 AM Chg.-0.04 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.90EUR -2.06% -
Bid Size: -
-
Ask Size: -
eBay Inc 35.00 USD 2026-01-16 Call
 

Master data

WKN: PC1JNW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 35.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.51
Leverage: Yes

Calculated values

Fair value: 1.95
Intrinsic value: 1.77
Implied volatility: 0.30
Historic volatility: 0.22
Parity: 1.77
Time value: 0.22
Break-even: 52.14
Moneyness: 1.55
Premium: 0.04
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.02%
Delta: 0.94
Theta: 0.00
Omega: 2.35
Rho: 0.40
 

Quote data

Open: 1.90
High: 1.90
Low: 1.90
Previous Close: 1.94
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month
  -2.56%
3 Months  
+1.06%
YTD  
+59.66%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.95 1.88
1M High / 1M Low: 2.07 1.85
6M High / 6M Low: 2.13 1.03
High (YTD): 2024-06-20 2.13
Low (YTD): 2024-01-16 0.97
52W High: - -
52W Low: - -
Avg. price 1W:   1.92
Avg. volume 1W:   0.00
Avg. price 1M:   1.93
Avg. volume 1M:   0.00
Avg. price 6M:   1.74
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   49.46%
Volatility 6M:   59.70%
Volatility 1Y:   -
Volatility 3Y:   -