BNP Paribas Call 48 EBAY 16.01.20.../  DE000PC1JN10  /

Frankfurt Zert./BNP
7/29/2024  8:50:37 AM Chg.+0.010 Bid9:01:15 AM Ask9:01:15 AM Underlying Strike price Expiration date Option type
1.150EUR +0.88% 1.150
Bid Size: 12,500
1.160
Ask Size: 12,500
eBay Inc 48.00 USD 1/16/2026 Call
 

Master data

WKN: PC1JN1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 48.00 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: 4.34
Leverage: Yes

Calculated values

Fair value: 0.98
Intrinsic value: 0.57
Implied volatility: 0.31
Historic volatility: 0.22
Parity: 0.57
Time value: 0.58
Break-even: 55.72
Moneyness: 1.13
Premium: 0.12
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.88%
Delta: 0.74
Theta: -0.01
Omega: 3.23
Rho: 0.38
 

Quote data

Open: 1.150
High: 1.150
Low: 1.150
Previous Close: 1.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.88%
1 Month     0.00%
3 Months  
+0.88%
YTD  
+94.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 1.090
1M High / 1M Low: 1.230 1.030
6M High / 6M Low: 1.260 0.470
High (YTD): 6/19/2024 1.260
Low (YTD): 1/16/2024 0.450
52W High: - -
52W Low: - -
Avg. price 1W:   1.116
Avg. volume 1W:   0.000
Avg. price 1M:   1.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.989
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.67%
Volatility 6M:   91.98%
Volatility 1Y:   -
Volatility 3Y:   -