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

Frankfurt Zert./BNP
10/7/2024  9:50:42 PM Chg.+0.030 Bid9:58:49 PM Ask9:58:49 PM Underlying Strike price Expiration date Option type
1.880EUR +1.62% 1.900
Bid Size: 47,000
1.920
Ask Size: 47,000
eBay Inc 50.00 USD 1/16/2026 Call
 

Master data

WKN: PC1JN2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 50.00 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: 3.21
Leverage: Yes

Calculated values

Fair value: 1.73
Intrinsic value: 1.48
Implied volatility: 0.33
Historic volatility: 0.22
Parity: 1.48
Time value: 0.40
Break-even: 64.38
Moneyness: 1.33
Premium: 0.07
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.08%
Delta: 0.85
Theta: -0.01
Omega: 2.74
Rho: 0.42
 

Quote data

Open: 1.850
High: 1.890
Low: 1.830
Previous Close: 1.850
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.30%
1 Month  
+43.51%
3 Months  
+95.83%
YTD  
+254.72%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.850 1.720
1M High / 1M Low: 1.850 1.320
6M High / 6M Low: 1.850 0.800
High (YTD): 10/4/2024 1.850
Low (YTD): 1/17/2024 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   1.768
Avg. volume 1W:   0.000
Avg. price 1M:   1.615
Avg. volume 1M:   0.000
Avg. price 6M:   1.131
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.70%
Volatility 6M:   77.19%
Volatility 1Y:   -
Volatility 3Y:   -