BNP Paribas Call 40 EBAY 19.12.20.../  DE000PC1JNQ6  /

Frankfurt Zert./BNP
2024-07-05  9:50:37 PM Chg.+0.020 Bid2024-07-05 Ask2024-07-05 Underlying Strike price Expiration date Option type
1.530EUR +1.32% 1.530
Bid Size: 50,000
1.550
Ask Size: 50,000
eBay Inc 40.00 USD 2025-12-19 Call
 

Master data

WKN: PC1JNQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.17
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 1.19
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 1.19
Time value: 0.35
Break-even: 52.30
Moneyness: 1.32
Premium: 0.07
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.32%
Delta: 0.86
Theta: -0.01
Omega: 2.71
Rho: 0.38
 

Quote data

Open: 1.510
High: 1.530
Low: 1.480
Previous Close: 1.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.14%
1 Month
  -4.97%
3 Months
  -1.29%
YTD  
+68.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.590 1.490
1M High / 1M Low: 1.760 1.490
6M High / 6M Low: 1.760 0.720
High (YTD): 2024-06-19 1.760
Low (YTD): 2024-01-16 0.720
52W High: - -
52W Low: - -
Avg. price 1W:   1.530
Avg. volume 1W:   0.000
Avg. price 1M:   1.599
Avg. volume 1M:   0.000
Avg. price 6M:   1.313
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.51%
Volatility 6M:   75.98%
Volatility 1Y:   -
Volatility 3Y:   -