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

Frankfurt Zert./BNP
7/5/2024  9:50:36 PM Chg.+0.030 Bid7/5/2024 Ask- Underlying Strike price Expiration date Option type
1.060EUR +2.91% 1.060
Bid Size: 50,000
-
Ask Size: -
eBay Inc 42.00 USD 9/20/2024 Call
 

Master data

WKN: PC399S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 9/20/2024
Issue date: 1/31/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.60
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 1.00
Implied volatility: 0.38
Historic volatility: 0.24
Parity: 1.00
Time value: 0.06
Break-even: 49.35
Moneyness: 1.26
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.01
Omega: 4.28
Rho: 0.07
 

Quote data

Open: 1.040
High: 1.060
Low: 1.000
Previous Close: 1.030
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.92%
1 Month
  -4.50%
3 Months  
+2.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 1.030
1M High / 1M Low: 1.310 1.020
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.054
Avg. volume 1W:   0.000
Avg. price 1M:   1.125
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -