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

EUWAX
2024-07-05  9:09:25 AM Chg.+0.02 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.05EUR +1.94% -
Bid Size: -
-
Ask Size: -
eBay Inc 48.00 USD 2026-01-16 Call
 

Master data

WKN: PC1JN1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 48.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.47
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.45
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.45
Time value: 0.64
Break-even: 55.18
Moneyness: 1.10
Premium: 0.13
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 1.87%
Delta: 0.72
Theta: -0.01
Omega: 3.23
Rho: 0.37
 

Quote data

Open: 1.05
High: 1.05
Low: 1.05
Previous Close: 1.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -5.41%
3 Months
  -3.67%
YTD  
+75.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.15 1.03
1M High / 1M Low: 1.26 1.03
6M High / 6M Low: 1.26 0.44
High (YTD): 2024-06-20 1.26
Low (YTD): 2024-01-16 0.44
52W High: - -
52W Low: - -
Avg. price 1W:   1.08
Avg. volume 1W:   0.00
Avg. price 1M:   1.13
Avg. volume 1M:   0.00
Avg. price 6M:   0.91
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.82%
Volatility 6M:   83.93%
Volatility 1Y:   -
Volatility 3Y:   -