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

EUWAX
6/27/2024  9:11:32 AM Chg.-0.02 Bid4:12:43 PM Ask4:12:43 PM Underlying Strike price Expiration date Option type
2.00EUR -0.99% 1.94
Bid Size: 100,000
1.96
Ask Size: 100,000
eBay Inc 35.00 USD 1/16/2026 Call
 

Master data

WKN: PC1JNW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 35.00 USD
Maturity: 1/16/2026
Issue date: 12/11/2023
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.49
Leverage: Yes

Calculated values

Fair value: 1.96
Intrinsic value: 1.75
Implied volatility: 0.33
Historic volatility: 0.24
Parity: 1.75
Time value: 0.27
Break-even: 52.97
Moneyness: 1.53
Premium: 0.05
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.00%
Delta: 0.92
Theta: -0.01
Omega: 2.29
Rho: 0.40
 

Quote data

Open: 2.00
High: 2.00
Low: 2.00
Previous Close: 2.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.10%
1 Month
  -1.48%
3 Months  
+9.89%
YTD  
+68.07%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.13 2.01
1M High / 1M Low: 2.13 1.83
6M High / 6M Low: 2.13 0.97
High (YTD): 6/20/2024 2.13
Low (YTD): 1/16/2024 0.97
52W High: - -
52W Low: - -
Avg. price 1W:   2.04
Avg. volume 1W:   0.00
Avg. price 1M:   1.97
Avg. volume 1M:   0.00
Avg. price 6M:   1.59
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   59.16%
Volatility 6M:   59.80%
Volatility 1Y:   -
Volatility 3Y:   -