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

EUWAX
7/5/2024  9:09:28 AM Chg.+0.02 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.66EUR +1.22% -
Bid Size: -
-
Ask Size: -
eBay Inc 38.00 USD 1/16/2026 Call
 

Master data

WKN: PC1JNX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 38.00 USD
Maturity: 1/16/2026
Issue date: 12/11/2023
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.89
Leverage: Yes

Calculated values

Fair value: 1.62
Intrinsic value: 1.37
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 1.37
Time value: 0.32
Break-even: 51.96
Moneyness: 1.39
Premium: 0.07
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.20%
Delta: 0.88
Theta: -0.01
Omega: 2.55
Rho: 0.40
 

Quote data

Open: 1.66
High: 1.66
Low: 1.66
Previous Close: 1.64
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.05%
1 Month
  -2.92%
3 Months  
+1.22%
YTD  
+61.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.78 1.64
1M High / 1M Low: 1.91 1.64
6M High / 6M Low: 1.91 0.82
High (YTD): 6/20/2024 1.91
Low (YTD): 1/16/2024 0.82
52W High: - -
52W Low: - -
Avg. price 1W:   1.70
Avg. volume 1W:   0.00
Avg. price 1M:   1.75
Avg. volume 1M:   0.00
Avg. price 6M:   1.44
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.37%
Volatility 6M:   65.19%
Volatility 1Y:   -
Volatility 3Y:   -