BNP Paribas Call 58 EBAY 19.12.20.../  DE000PC9XAL8  /

EUWAX
9/3/2024  8:24:18 AM Chg.-0.010 Bid12:02:54 PM Ask12:02:54 PM Underlying Strike price Expiration date Option type
0.840EUR -1.18% 0.830
Bid Size: 50,000
0.840
Ask Size: 50,000
eBay Inc 58.00 USD 12/19/2025 Call
 

Master data

WKN: PC9XAL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 58.00 USD
Maturity: 12/19/2025
Issue date: 5/15/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.07
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.10
Implied volatility: 0.30
Historic volatility: 0.22
Parity: 0.10
Time value: 0.78
Break-even: 61.21
Moneyness: 1.02
Premium: 0.15
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 3.53%
Delta: 0.64
Theta: -0.01
Omega: 3.89
Rho: 0.33
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.850
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.20%
1 Month  
+16.67%
3 Months  
+18.31%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.770
1M High / 1M Low: 0.850 0.650
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.824
Avg. volume 1W:   0.000
Avg. price 1M:   0.746
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -