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

Frankfurt Zert./BNP
10/7/2024  9:50:42 PM Chg.+0.020 Bid9:56:54 PM Ask9:56:54 PM Underlying Strike price Expiration date Option type
1.860EUR +1.09% 1.880
Bid Size: 47,000
1.900
Ask Size: 47,000
eBay Inc 50.00 USD 12/19/2025 Call
 

Master data

WKN: PC1JNU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 12/19/2025
Issue date: 12/11/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.25
Leverage: Yes

Calculated values

Fair value: 1.71
Intrinsic value: 1.48
Implied volatility: 0.34
Historic volatility: 0.22
Parity: 1.48
Time value: 0.38
Break-even: 64.18
Moneyness: 1.33
Premium: 0.06
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.09%
Delta: 0.85
Theta: -0.01
Omega: 2.78
Rho: 0.40
 

Quote data

Open: 1.830
High: 1.870
Low: 1.820
Previous Close: 1.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.41%
1 Month  
+44.19%
3 Months  
+95.79%
YTD  
+264.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.840 1.700
1M High / 1M Low: 1.840 1.300
6M High / 6M Low: 1.840 0.770
High (YTD): 10/4/2024 1.840
Low (YTD): 1/17/2024 0.380
52W High: - -
52W Low: - -
Avg. price 1W:   1.754
Avg. volume 1W:   0.000
Avg. price 1M:   1.599
Avg. volume 1M:   0.000
Avg. price 6M:   1.110
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.57%
Volatility 6M:   78.90%
Volatility 1Y:   -
Volatility 3Y:   -