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

EUWAX
03/09/2024  09:15:18 Chg.0.00 Bid11:27:27 Ask11:27:27 Underlying Strike price Expiration date Option type
2.12EUR 0.00% 2.11
Bid Size: 50,000
2.13
Ask Size: 50,000
eBay Inc 38.00 USD 16/01/2026 Call
 

Master data

WKN: PC1JNX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 38.00 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: 2.45
Leverage: Yes

Calculated values

Fair value: 2.08
Intrinsic value: 1.91
Implied volatility: 0.36
Historic volatility: 0.22
Parity: 1.91
Time value: 0.27
Break-even: 56.14
Moneyness: 1.56
Premium: 0.05
Premium p.a.: 0.04
Spread abs.: 0.06
Spread %: 2.83%
Delta: 0.91
Theta: -0.01
Omega: 2.24
Rho: 0.37
 

Quote data

Open: 2.12
High: 2.12
Low: 2.12
Previous Close: 2.12
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.42%
1 Month  
+12.77%
3 Months  
+16.48%
YTD  
+105.83%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.12 1.98
1M High / 1M Low: 2.12 1.71
6M High / 6M Low: 2.12 1.36
High (YTD): 02/09/2024 2.12
Low (YTD): 16/01/2024 0.82
52W High: - -
52W Low: - -
Avg. price 1W:   2.06
Avg. volume 1W:   0.00
Avg. price 1M:   1.93
Avg. volume 1M:   0.00
Avg. price 6M:   1.72
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.97%
Volatility 6M:   59.80%
Volatility 1Y:   -
Volatility 3Y:   -