BNP Paribas Call 55 EBAY 21.06.20.../  DE000PC6NMR7  /

Frankfurt Zert./BNP
2024-06-05  9:50:32 PM Chg.-0.018 Bid9:59:17 PM Ask9:59:17 PM Underlying Strike price Expiration date Option type
0.035EUR -33.96% 0.033
Bid Size: 42,000
0.091
Ask Size: 42,000
eBay Inc 55.00 USD 2024-06-21 Call
 

Master data

WKN: PC6NMR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 2024-06-21
Issue date: 2024-03-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 54.28
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: -0.11
Time value: 0.09
Break-even: 51.45
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 1.54
Spread abs.: 0.04
Spread %: 62.50%
Delta: 0.39
Theta: -0.04
Omega: 21.28
Rho: 0.01
 

Quote data

Open: 0.053
High: 0.059
Low: 0.033
Previous Close: 0.053
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -44.44%
1 Month  
+133.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.079 0.035
1M High / 1M Low: 0.090 0.015
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   845.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -