BNP Paribas Call 40 EBAY 16.01.20.../  DE000PC1JNY0  /

EUWAX
2024-07-26  9:13:35 AM Chg.-0.05 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.55EUR -3.13% -
Bid Size: -
-
Ask Size: -
eBay Inc 40.00 USD 2026-01-16 Call
 

Master data

WKN: PC1JNY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 40.00 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: 3.04
Leverage: Yes

Calculated values

Fair value: 1.54
Intrinsic value: 1.31
Implied volatility: 0.31
Historic volatility: 0.22
Parity: 1.31
Time value: 0.33
Break-even: 53.25
Moneyness: 1.35
Premium: 0.07
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.23%
Delta: 0.87
Theta: -0.01
Omega: 2.65
Rho: 0.40
 

Quote data

Open: 1.55
High: 1.55
Low: 1.55
Previous Close: 1.60
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.06%
1 Month
  -3.13%
3 Months     0.00%
YTD  
+66.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.60 1.54
1M High / 1M Low: 1.71 1.51
6M High / 6M Low: 1.77 0.78
High (YTD): 2024-06-20 1.77
Low (YTD): 2024-01-16 0.73
52W High: - -
52W Low: - -
Avg. price 1W:   1.58
Avg. volume 1W:   0.00
Avg. price 1M:   1.59
Avg. volume 1M:   0.00
Avg. price 6M:   1.42
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55.93%
Volatility 6M:   66.61%
Volatility 1Y:   -
Volatility 3Y:   -