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

EUWAX
2024-09-24  9:14:39 AM Chg.-0.040 Bid1:08:22 PM Ask1:08:22 PM Underlying Strike price Expiration date Option type
0.520EUR -7.14% 0.530
Bid Size: 50,000
0.540
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: -10.58
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.22
Parity: -0.31
Time value: 0.54
Break-even: 48.60
Moneyness: 0.95
Premium: 0.15
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.89%
Delta: -0.33
Theta: -0.01
Omega: -3.45
Rho: -0.30
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -23.53%
3 Months
  -44.09%
YTD
  -67.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.500
1M High / 1M Low: 0.720 0.500
6M High / 6M Low: 1.220 0.500
High (YTD): 2024-01-16 1.840
Low (YTD): 2024-09-18 0.500
52W High: - -
52W Low: - -
Avg. price 1W:   0.530
Avg. volume 1W:   0.000
Avg. price 1M:   0.626
Avg. volume 1M:   0.000
Avg. price 6M:   0.933
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.70%
Volatility 6M:   67.85%
Volatility 1Y:   -
Volatility 3Y:   -