BNP Paribas Call 45 EBAY 19.12.20.../  DE000PC1JNS2  /

EUWAX
03/09/2024  09:15:16 Chg.0.00 Bid15:14:34 Ask15:14:34 Underlying Strike price Expiration date Option type
1.60EUR 0.00% 1.59
Bid Size: 50,000
1.61
Ask Size: 50,000
eBay Inc 45.00 USD 19/12/2025 Call
 

Master data

WKN: PC1JNS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 19/12/2025
Issue date: 11/12/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.20
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 1.27
Implied volatility: 0.35
Historic volatility: 0.22
Parity: 1.27
Time value: 0.40
Break-even: 57.36
Moneyness: 1.31
Premium: 0.07
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 3.73%
Delta: 0.84
Theta: -0.01
Omega: 2.69
Rho: 0.37
 

Quote data

Open: 1.60
High: 1.60
Low: 1.60
Previous Close: 1.60
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.91%
1 Month  
+15.11%
3 Months  
+18.52%
YTD  
+128.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.60 1.48
1M High / 1M Low: 1.60 1.26
6M High / 6M Low: 1.60 0.97
High (YTD): 02/09/2024 1.60
Low (YTD): 16/01/2024 0.52
52W High: - -
52W Low: - -
Avg. price 1W:   1.56
Avg. volume 1W:   0.00
Avg. price 1M:   1.44
Avg. volume 1M:   0.00
Avg. price 6M:   1.27
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.75%
Volatility 6M:   71.96%
Volatility 1Y:   -
Volatility 3Y:   -