BNP Paribas Put 60 EBAY 16.01.202.../  DE000PC1JPF4  /

Frankfurt Zert./BNP
2024-05-31  9:50:28 PM Chg.-0.040 Bid9:59:33 PM Ask9:59:33 PM Underlying Strike price Expiration date Option type
0.940EUR -4.08% 0.930
Bid Size: 50,000
0.950
Ask Size: 50,000
eBay Inc 60.00 USD 2026-01-16 Put
 

Master data

WKN: PC1JPF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.88
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.61
Implied volatility: 0.34
Historic volatility: 0.24
Parity: 0.61
Time value: 0.40
Break-even: 45.29
Moneyness: 1.12
Premium: 0.08
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 2.02%
Delta: -0.47
Theta: 0.00
Omega: -2.27
Rho: -0.54
 

Quote data

Open: 0.990
High: 0.990
Low: 0.940
Previous Close: 0.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.17%
1 Month
  -15.32%
3 Months
  -31.88%
YTD
  -40.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.920
1M High / 1M Low: 1.210 0.920
6M High / 6M Low: - -
High (YTD): 2024-01-17 1.830
Low (YTD): 2024-05-27 0.920
52W High: - -
52W Low: - -
Avg. price 1W:   0.974
Avg. volume 1W:   0.000
Avg. price 1M:   1.067
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -