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

EUWAX
28/06/2024  09:09:43 Chg.-0.05 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
1.95EUR -2.50% -
Bid Size: -
-
Ask Size: -
eBay Inc 35.00 USD 16/01/2026 Call
 

Master data

WKN: PC1JNW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 35.00 USD
Maturity: 16/01/2026
Issue date: 11/12/2023
Last trading day: 15/01/2026
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: 0.32
Historic volatility: 0.24
Parity: 1.75
Time value: 0.26
Break-even: 52.77
Moneyness: 1.53
Premium: 0.05
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.01%
Delta: 0.92
Theta: -0.01
Omega: 2.30
Rho: 0.41
 

Quote data

Open: 1.95
High: 1.95
Low: 1.95
Previous Close: 2.00
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.99%
1 Month  
+6.56%
3 Months  
+3.72%
YTD  
+63.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.03 1.95
1M High / 1M Low: 2.13 1.83
6M High / 6M Low: 2.13 0.97
High (YTD): 20/06/2024 2.13
Low (YTD): 16/01/2024 0.97
52W High: - -
52W Low: - -
Avg. price 1W:   2.00
Avg. volume 1W:   0.00
Avg. price 1M:   1.97
Avg. volume 1M:   0.00
Avg. price 6M:   1.61
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   56.76%
Volatility 6M:   60.28%
Volatility 1Y:   -
Volatility 3Y:   -