BNP Paribas Call 42 EBAY 20.09.20.../  DE000PC399S8  /

Frankfurt Zert./BNP
2024-07-31  8:50:49 AM Chg.+0.030 Bid2024-07-31 Ask- Underlying Strike price Expiration date Option type
1.300EUR +2.36% 1.300
Bid Size: 24,500
-
Ask Size: -
eBay Inc 42.00 USD 2024-09-20 Call
 

Master data

WKN: PC399S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-31
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.21
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 1.17
Implied volatility: 0.43
Historic volatility: 0.22
Parity: 1.17
Time value: 0.03
Break-even: 50.82
Moneyness: 1.30
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.01
Omega: 4.03
Rho: 0.05
 

Quote data

Open: 1.300
High: 1.300
Low: 1.300
Previous Close: 1.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.12%
1 Month  
+12.07%
3 Months  
+23.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.270 1.090
1M High / 1M Low: 1.270 1.030
6M High / 6M Low: 1.310 0.350
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.168
Avg. volume 1W:   0.000
Avg. price 1M:   1.121
Avg. volume 1M:   0.000
Avg. price 6M:   0.952
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.43%
Volatility 6M:   124.00%
Volatility 1Y:   -
Volatility 3Y:   -