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

EUWAX
29/07/2024  09:09:35 Chg.+0.08 Bid10:05:24 Ask10:05:24 Underlying Strike price Expiration date Option type
1.97EUR +4.23% 1.97
Bid Size: 50,000
1.99
Ask Size: 50,000
eBay Inc 35.00 USD 19/12/2025 Call
 

Master data

WKN: PC1JNN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 35.00 USD
Maturity: 19/12/2025
Issue date: 11/12/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.52
Leverage: Yes

Calculated values

Fair value: 1.94
Intrinsic value: 1.77
Implied volatility: 0.30
Historic volatility: 0.22
Parity: 1.77
Time value: 0.21
Break-even: 52.05
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: 2.37
Rho: 0.38
 

Quote data

Open: 1.97
High: 1.97
Low: 1.97
Previous Close: 1.89
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.07%
1 Month  
+2.07%
3 Months  
+4.23%
YTD  
+66.95%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.94 1.87
1M High / 1M Low: 2.06 1.84
6M High / 6M Low: 2.11 1.02
High (YTD): 20/06/2024 2.11
Low (YTD): 16/01/2024 0.95
52W High: - -
52W Low: - -
Avg. price 1W:   1.91
Avg. volume 1W:   0.00
Avg. price 1M:   1.92
Avg. volume 1M:   0.00
Avg. price 6M:   1.73
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   49.85%
Volatility 6M:   60.03%
Volatility 1Y:   -
Volatility 3Y:   -