BNP Paribas Call 42 EBAY 19.12.20.../  DE000PC1JNR4  /

EUWAX
2024-11-08  9:36:47 AM Chg.+0.03 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
2.04EUR +1.49% -
Bid Size: -
-
Ask Size: -
eBay Inc 42.00 USD 2025-12-19 Call
 

Master data

WKN: PC1JNR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 42.00 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: 2.79
Leverage: Yes

Calculated values

Fair value: 2.01
Intrinsic value: 1.86
Implied volatility: 0.32
Historic volatility: 0.23
Parity: 1.86
Time value: 0.21
Break-even: 59.89
Moneyness: 1.47
Premium: 0.04
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.98%
Delta: 0.92
Theta: -0.01
Omega: 2.57
Rho: 0.36
 

Quote data

Open: 2.04
High: 2.04
Low: 2.04
Previous Close: 2.01
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.89%
1 Month
  -17.74%
3 Months  
+28.30%
YTD  
+148.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.04 1.72
1M High / 1M Low: 2.50 1.66
6M High / 6M Low: 2.50 1.25
High (YTD): 2024-10-17 2.50
Low (YTD): 2024-01-16 0.63
52W High: - -
52W Low: - -
Avg. price 1W:   1.95
Avg. volume 1W:   0.00
Avg. price 1M:   2.16
Avg. volume 1M:   0.00
Avg. price 6M:   1.74
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.20%
Volatility 6M:   69.29%
Volatility 1Y:   -
Volatility 3Y:   -