BNP Paribas Call 70 EBAY 16.01.20.../  DE000PC6NMY3  /

EUWAX
9/6/2024  8:34:22 AM Chg.-0.010 Bid11:22:09 AM Ask11:22:09 AM Underlying Strike price Expiration date Option type
0.410EUR -2.38% 0.410
Bid Size: 50,000
0.440
Ask Size: 50,000
eBay Inc 70.00 USD 1/16/2026 Call
 

Master data

WKN: PC6NMY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 1/16/2026
Issue date: 3/14/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.09
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.21
Parity: -0.98
Time value: 0.44
Break-even: 67.40
Moneyness: 0.84
Premium: 0.27
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.42
Theta: -0.01
Omega: 5.05
Rho: 0.24
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.38%
1 Month  
+10.81%
3 Months  
+24.24%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.420
1M High / 1M Low: 0.440 0.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.424
Avg. volume 1W:   0.000
Avg. price 1M:   0.387
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -