BNP Paribas Call 56 EBAY 17.01.20.../  DE000PC9TE03  /

Frankfurt Zert./BNP
11/8/2024  9:50:32 PM Chg.-0.030 Bid9:59:06 PM Ask9:59:06 PM Underlying Strike price Expiration date Option type
0.620EUR -4.62% 0.630
Bid Size: 50,000
0.640
Ask Size: 50,000
eBay Inc 56.00 USD 1/17/2025 Call
 

Master data

WKN: PC9TE0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 56.00 USD
Maturity: 1/17/2025
Issue date: 5/14/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.02
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.55
Implied volatility: 0.26
Historic volatility: 0.23
Parity: 0.55
Time value: 0.09
Break-even: 58.65
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.59%
Delta: 0.84
Theta: -0.02
Omega: 7.55
Rho: 0.08
 

Quote data

Open: 0.630
High: 0.670
Low: 0.610
Previous Close: 0.650
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+63.16%
1 Month
  -39.81%
3 Months  
+34.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.520
1M High / 1M Low: 1.120 0.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.592
Avg. volume 1W:   0.000
Avg. price 1M:   0.794
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   269.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -