BNP Paribas Call 58 EBAY 20.09.20.../  DE000PC6NMV9  /

EUWAX
04/09/2024  08:29:47 Chg.-0.020 Bid11:28:53 Ask11:28:53 Underlying Strike price Expiration date Option type
0.150EUR -11.76% 0.150
Bid Size: 17,000
0.180
Ask Size: 17,000
eBay Inc 58.00 USD 20/09/2024 Call
 

Master data

WKN: PC6NMV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 58.00 USD
Maturity: 20/09/2024
Issue date: 14/03/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.31
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.07
Implied volatility: 0.28
Historic volatility: 0.22
Parity: 0.07
Time value: 0.10
Break-even: 54.20
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.51
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.61
Theta: -0.04
Omega: 19.18
Rho: 0.01
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.05%
1 Month  
+36.36%
3 Months
  -6.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.110
1M High / 1M Low: 0.190 0.045
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.118
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   551.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -