BNP Paribas Call 45 EBAY 16.01.20.../  DE000PC1JN02  /

Frankfurt Zert./BNP
2024-07-05  9:50:26 PM Chg.+0.010 Bid9:55:34 PM Ask9:55:34 PM Underlying Strike price Expiration date Option type
1.230EUR +0.82% 1.230
Bid Size: 50,000
1.250
Ask Size: 50,000
eBay Inc 45.00 USD 2026-01-16 Call
 

Master data

WKN: PC1JN0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.90
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 0.73
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.73
Time value: 0.52
Break-even: 54.02
Moneyness: 1.17
Premium: 0.11
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.63%
Delta: 0.77
Theta: -0.01
Omega: 3.02
Rho: 0.39
 

Quote data

Open: 1.220
High: 1.230
Low: 1.190
Previous Close: 1.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.52%
1 Month
  -6.82%
3 Months
  -3.91%
YTD  
+75.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.290 1.200
1M High / 1M Low: 1.440 1.200
6M High / 6M Low: 1.440 0.550
High (YTD): 2024-06-19 1.440
Low (YTD): 2024-01-17 0.550
52W High: - -
52W Low: - -
Avg. price 1W:   1.234
Avg. volume 1W:   0.000
Avg. price 1M:   1.300
Avg. volume 1M:   0.000
Avg. price 6M:   1.058
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.86%
Volatility 6M:   83.87%
Volatility 1Y:   -
Volatility 3Y:   -