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

Frankfurt Zert./BNP
28/06/2024  21:50:28 Chg.+0.040 Bid21:57:47 Ask21:57:47 Underlying Strike price Expiration date Option type
1.150EUR +3.60% 1.150
Bid Size: 50,000
1.170
Ask Size: 50,000
eBay Inc 48.00 USD 16/01/2026 Call
 

Master data

WKN: PC1JN1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 48.00 USD
Maturity: 16/01/2026
Issue date: 11/12/2023
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.29
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.53
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.53
Time value: 0.64
Break-even: 56.50
Moneyness: 1.12
Premium: 0.13
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 1.74%
Delta: 0.74
Theta: -0.01
Omega: 3.15
Rho: 0.39
 

Quote data

Open: 1.120
High: 1.160
Low: 1.100
Previous Close: 1.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.71%
1 Month  
+0.88%
3 Months
  -0.86%
YTD  
+94.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.190 1.110
1M High / 1M Low: 1.260 1.050
6M High / 6M Low: 1.260 0.450
High (YTD): 19/06/2024 1.260
Low (YTD): 16/01/2024 0.450
52W High: - -
52W Low: - -
Avg. price 1W:   1.158
Avg. volume 1W:   0.000
Avg. price 1M:   1.147
Avg. volume 1M:   0.000
Avg. price 6M:   0.899
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.92%
Volatility 6M:   90.89%
Volatility 1Y:   -
Volatility 3Y:   -