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

EUWAX
07/10/2024  09:12:48 Chg.+0.08 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
2.57EUR +3.21% -
Bid Size: -
-
Ask Size: -
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: 2.32
Leverage: Yes

Calculated values

Fair value: 2.54
Intrinsic value: 2.40
Implied volatility: 0.35
Historic volatility: 0.22
Parity: 2.40
Time value: 0.20
Break-even: 62.46
Moneyness: 1.66
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.78%
Delta: 0.95
Theta: -0.01
Omega: 2.20
Rho: 0.37
 

Quote data

Open: 2.57
High: 2.57
Low: 2.57
Previous Close: 2.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.26%
1 Month  
+35.98%
3 Months  
+70.20%
YTD  
+179.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.50 2.31
1M High / 1M Low: 2.50 1.94
6M High / 6M Low: 2.50 1.29
High (YTD): 02/10/2024 2.50
Low (YTD): 16/01/2024 0.71
52W High: - -
52W Low: - -
Avg. price 1W:   2.43
Avg. volume 1W:   0.00
Avg. price 1M:   2.29
Avg. volume 1M:   0.00
Avg. price 6M:   1.71
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.56%
Volatility 6M:   64.31%
Volatility 1Y:   -
Volatility 3Y:   -