BNP Paribas Call 52 EBAY 20.06.20.../  DE000PC9XAE3  /

EUWAX
9/3/2024  8:24:18 AM Chg.0.00 Bid12:05:12 PM Ask12:05:12 PM Underlying Strike price Expiration date Option type
1.00EUR 0.00% 0.99
Bid Size: 50,000
1.00
Ask Size: 50,000
eBay Inc 52.00 USD 6/20/2025 Call
 

Master data

WKN: PC9XAE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 52.00 USD
Maturity: 6/20/2025
Issue date: 5/15/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.13
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.64
Implied volatility: 0.33
Historic volatility: 0.22
Parity: 0.64
Time value: 0.40
Break-even: 57.39
Moneyness: 1.14
Premium: 0.07
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 2.97%
Delta: 0.75
Theta: -0.01
Omega: 3.87
Rho: 0.24
 

Quote data

Open: 1.00
High: 1.00
Low: 1.00
Previous Close: 1.00
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.04%
1 Month  
+20.48%
3 Months  
+25.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.00 0.90
1M High / 1M Low: 1.00 0.75
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.97
Avg. volume 1W:   0.00
Avg. price 1M:   0.87
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -