BNP Paribas Call 55 EBAY 20.09.20.../  DE000PC6NMW7  /

Frankfurt Zert./BNP
2024-07-29  2:21:18 PM Chg.0.000 Bid2:23:08 PM Ask2:23:08 PM Underlying Strike price Expiration date Option type
0.240EUR 0.00% 0.250
Bid Size: 50,000
0.260
Ask Size: 50,000
eBay Inc 55.00 USD 2024-09-20 Call
 

Master data

WKN: PC6NMW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 2024-09-20
Issue date: 2024-03-14
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.97
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.22
Parity: -0.08
Time value: 0.25
Break-even: 53.18
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.50
Theta: -0.03
Omega: 9.96
Rho: 0.03
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -17.24%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.200
1M High / 1M Low: 0.300 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.218
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -