BNP Paribas Call 38 EBAY 16.01.20.../  DE000PC1JNX2  /

Frankfurt Zert./BNP
2024-07-26  9:50:28 PM Chg.+0.050 Bid9:59:33 PM Ask9:59:33 PM Underlying Strike price Expiration date Option type
1.750EUR +2.94% 1.760
Bid Size: 50,000
1.780
Ask Size: 50,000
eBay Inc 38.00 USD 2026-01-16 Call
 

Master data

WKN: PC1JNX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 38.00 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: 2.80
Leverage: Yes

Calculated values

Fair value: 1.70
Intrinsic value: 1.49
Implied volatility: 0.31
Historic volatility: 0.22
Parity: 1.49
Time value: 0.29
Break-even: 52.80
Moneyness: 1.43
Premium: 0.06
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.14%
Delta: 0.90
Theta: -0.01
Omega: 2.52
Rho: 0.40
 

Quote data

Open: 1.690
High: 1.790
Low: 1.690
Previous Close: 1.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.16%
1 Month
  -1.69%
3 Months  
+2.94%
YTD  
+71.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.760 1.700
1M High / 1M Low: 1.870 1.640
6M High / 6M Low: 1.910 0.870
High (YTD): 2024-06-19 1.910
Low (YTD): 2024-01-16 0.830
52W High: - -
52W Low: - -
Avg. price 1W:   1.728
Avg. volume 1W:   0.000
Avg. price 1M:   1.727
Avg. volume 1M:   0.000
Avg. price 6M:   1.548
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.34%
Volatility 6M:   69.62%
Volatility 1Y:   -
Volatility 3Y:   -