BNP Paribas Call 42 EBAY 20.09.2024
/ DE000PC399S8
BNP Paribas Call 42 EBAY 20.09.20.../ DE000PC399S8 /
| 27/06/2024 21:50:42 |
Chg.-0.070 |
Bid21:59:06 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
-5.98% |
1.090
Bid Size: 50,000 |
-
Ask Size: - |
eBay Inc |
42.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC399S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
eBay Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
1.09 |
| Time value: |
0.09 |
| Break-even: |
51.13 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.72% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
3.85 |
| Rho: |
0.08 |
Quote data
| Open: |
1.150 |
| High: |
1.160 |
| Low: |
1.090 |
| Previous Close: |
1.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.98% |
| 1 Month |
|
|
+0.92% |
| 3 Months |
|
|
-3.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
1.100 |
| 1M High / 1M Low: |
1.310 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.136 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
