BNP Paribas Call 50 EBAY 16.01.20.../  DE000PC1JN28  /

Frankfurt Zert./BNP
2024-07-26  9:50:39 PM Chg.+0.040 Bid9:52:13 PM Ask9:52:13 PM Underlying Strike price Expiration date Option type
1.030EUR +4.04% 1.030
Bid Size: 50,000
1.040
Ask Size: 50,000
eBay Inc 50.00 USD 2026-01-16 Call
 

Master data

WKN: PC1JN2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 50.00 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: 4.75
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.39
Implied volatility: 0.31
Historic volatility: 0.22
Parity: 0.39
Time value: 0.66
Break-even: 56.56
Moneyness: 1.08
Premium: 0.13
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.96%
Delta: 0.71
Theta: -0.01
Omega: 3.36
Rho: 0.37
 

Quote data

Open: 0.980
High: 1.070
Low: 0.980
Previous Close: 0.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.98%
1 Month
  -1.90%
3 Months  
+0.98%
YTD  
+94.34%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.990
1M High / 1M Low: 1.120 0.930
6M High / 6M Low: 1.150 0.420
High (YTD): 2024-06-19 1.150
Low (YTD): 2024-01-17 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   1.010
Avg. volume 1W:   0.000
Avg. price 1M:   1.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.896
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.78%
Volatility 6M:   94.25%
Volatility 1Y:   -
Volatility 3Y:   -