BNP Paribas Call 35 EBAY 19.12.20.../  DE000PC1JNN3  /

EUWAX
2024-07-05  9:09:27 AM Chg.+0.02 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.86EUR +1.09% -
Bid Size: -
-
Ask Size: -
eBay Inc 35.00 USD 2025-12-19 Call
 

Master data

WKN: PC1JNN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 35.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.58
Leverage: Yes

Calculated values

Fair value: 1.84
Intrinsic value: 1.65
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 1.65
Time value: 0.24
Break-even: 51.19
Moneyness: 1.51
Premium: 0.05
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.07%
Delta: 0.92
Theta: -0.01
Omega: 2.38
Rho: 0.38
 

Quote data

Open: 1.86
High: 1.86
Low: 1.86
Previous Close: 1.84
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.63%
1 Month
  -2.62%
3 Months  
+2.20%
YTD  
+57.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.98 1.84
1M High / 1M Low: 2.11 1.84
6M High / 6M Low: 2.11 0.95
High (YTD): 2024-06-20 2.11
Low (YTD): 2024-01-16 0.95
52W High: - -
52W Low: - -
Avg. price 1W:   1.90
Avg. volume 1W:   0.00
Avg. price 1M:   1.95
Avg. volume 1M:   0.00
Avg. price 6M:   1.62
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   53.95%
Volatility 6M:   60.44%
Volatility 1Y:   -
Volatility 3Y:   -