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

Frankfurt Zert./BNP
11/8/2024  9:50:27 PM Chg.-0.020 Bid9:55:46 PM Ask9:55:46 PM Underlying Strike price Expiration date Option type
1.610EUR -1.23% 1.620
Bid Size: 50,000
1.640
Ask Size: 50,000
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: 3.52
Leverage: Yes

Calculated values

Fair value: 1.53
Intrinsic value: 1.30
Implied volatility: 0.31
Historic volatility: 0.23
Parity: 1.30
Time value: 0.34
Break-even: 61.19
Moneyness: 1.29
Premium: 0.06
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.23%
Delta: 0.85
Theta: -0.01
Omega: 2.98
Rho: 0.39
 

Quote data

Open: 1.620
High: 1.660
Low: 1.600
Previous Close: 1.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.05%
1 Month
  -17.86%
3 Months  
+26.77%
YTD  
+172.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.630 1.480
1M High / 1M Low: 2.060 1.250
6M High / 6M Low: 2.070 0.970
High (YTD): 10/8/2024 2.070
Low (YTD): 1/16/2024 0.450
52W High: - -
52W Low: - -
Avg. price 1W:   1.568
Avg. volume 1W:   0.000
Avg. price 1M:   1.745
Avg. volume 1M:   0.000
Avg. price 6M:   1.379
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.65%
Volatility 6M:   79.41%
Volatility 1Y:   -
Volatility 3Y:   -