BNP Paribas Put 60 EBAY 19.12.202.../  DE000PC1JN85  /

Frankfurt Zert./BNP
2024-06-21  9:50:25 PM Chg.-0.010 Bid9:57:29 PM Ask9:57:29 PM Underlying Strike price Expiration date Option type
0.940EUR -1.05% 0.930
Bid Size: 50,000
0.940
Ask Size: 50,000
eBay Inc 60.00 USD 2025-12-19 Put
 

Master data

WKN: PC1JN8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.39
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.55
Implied volatility: 0.32
Historic volatility: 0.24
Parity: 0.55
Time value: 0.39
Break-even: 46.72
Moneyness: 1.11
Premium: 0.08
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.08%
Delta: -0.47
Theta: 0.00
Omega: -2.54
Rho: -0.50
 

Quote data

Open: 0.950
High: 0.960
Low: 0.920
Previous Close: 0.950
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.74%
1 Month
  -5.05%
3 Months
  -15.32%
YTD
  -40.51%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.850
1M High / 1M Low: 1.040 0.850
6M High / 6M Low: 1.820 0.850
High (YTD): 2024-01-17 1.820
Low (YTD): 2024-06-19 0.850
52W High: - -
52W Low: - -
Avg. price 1W:   0.926
Avg. volume 1W:   0.000
Avg. price 1M:   0.953
Avg. volume 1M:   0.000
Avg. price 6M:   1.294
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.17%
Volatility 6M:   61.25%
Volatility 1Y:   -
Volatility 3Y:   -