BNP Paribas Call 50 EBAY 19.12.20.../  DE000PC1JNU8  /

Frankfurt Zert./BNP
2024-07-05  9:50:38 PM Chg.+0.020 Bid2024-07-05 Ask2024-07-05 Underlying Strike price Expiration date Option type
0.950EUR +2.15% 0.950
Bid Size: 50,000
0.960
Ask Size: 50,000
eBay Inc 50.00 USD 2025-12-19 Call
 

Master data

WKN: PC1JNU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.08
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.26
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.26
Time value: 0.70
Break-even: 55.73
Moneyness: 1.06
Premium: 0.14
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.05%
Delta: 0.68
Theta: -0.01
Omega: 3.47
Rho: 0.35
 

Quote data

Open: 0.930
High: 0.950
Low: 0.910
Previous Close: 0.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.77%
1 Month
  -6.86%
3 Months
  -5.94%
YTD  
+86.27%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.920
1M High / 1M Low: 1.130 0.920
6M High / 6M Low: 1.130 0.380
High (YTD): 2024-06-19 1.130
Low (YTD): 2024-01-17 0.380
52W High: - -
52W Low: - -
Avg. price 1W:   0.950
Avg. volume 1W:   0.000
Avg. price 1M:   1.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.806
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.95%
Volatility 6M:   97.20%
Volatility 1Y:   -
Volatility 3Y:   -