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

Frankfurt Zert./BNP
03/09/2024  19:21:10 Chg.0.000 Bid19:44:07 Ask19:44:07 Underlying Strike price Expiration date Option type
1.960EUR 0.00% 1.960
Bid Size: 100,000
1.980
Ask Size: 100,000
eBay Inc 40.00 USD 19/12/2025 Call
 

Master data

WKN: PC1JNQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 19/12/2025
Issue date: 11/12/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.64
Leverage: Yes

Calculated values

Fair value: 1.91
Intrinsic value: 1.73
Implied volatility: 0.36
Historic volatility: 0.22
Parity: 1.73
Time value: 0.29
Break-even: 56.34
Moneyness: 1.48
Premium: 0.06
Premium p.a.: 0.04
Spread abs.: 0.06
Spread %: 3.06%
Delta: 0.90
Theta: -0.01
Omega: 2.37
Rho: 0.36
 

Quote data

Open: 1.950
High: 2.010
Low: 1.940
Previous Close: 1.960
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.55%
1 Month  
+12.64%
3 Months  
+20.99%
YTD  
+115.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.960 1.820
1M High / 1M Low: 1.960 1.630
6M High / 6M Low: 1.960 1.300
High (YTD): 02/09/2024 1.960
Low (YTD): 16/01/2024 0.720
52W High: - -
52W Low: - -
Avg. price 1W:   1.910
Avg. volume 1W:   0.000
Avg. price 1M:   1.792
Avg. volume 1M:   0.000
Avg. price 6M:   1.580
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   51.59%
Volatility 6M:   59.66%
Volatility 1Y:   -
Volatility 3Y:   -