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

Frankfurt Zert./BNP
9/3/2024  6:05:15 PM Chg.-0.010 Bid6:06:32 PM Ask6:06:32 PM Underlying Strike price Expiration date Option type
1.610EUR -0.62% 1.610
Bid Size: 100,000
1.630
Ask Size: 100,000
eBay Inc 45.00 USD 1/16/2026 Call
 

Master data

WKN: PC1JN0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 1/16/2026
Issue date: 12/11/2023
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.18
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 1.27
Implied volatility: 0.34
Historic volatility: 0.22
Parity: 1.27
Time value: 0.41
Break-even: 57.46
Moneyness: 1.31
Premium: 0.08
Premium p.a.: 0.05
Spread abs.: 0.06
Spread %: 3.70%
Delta: 0.84
Theta: -0.01
Omega: 2.68
Rho: 0.39
 

Quote data

Open: 1.610
High: 1.670
Low: 1.600
Previous Close: 1.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.63%
1 Month  
+13.38%
3 Months  
+21.97%
YTD  
+130.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.620 1.490
1M High / 1M Low: 1.620 1.340
6M High / 6M Low: 1.620 1.030
High (YTD): 9/2/2024 1.620
Low (YTD): 1/17/2024 0.550
52W High: - -
52W Low: - -
Avg. price 1W:   1.576
Avg. volume 1W:   0.000
Avg. price 1M:   1.470
Avg. volume 1M:   0.000
Avg. price 6M:   1.289
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.57%
Volatility 6M:   66.88%
Volatility 1Y:   -
Volatility 3Y:   -