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BNP Paribas Call 200 ETN 16.01.20.../  DE000PC1D1C8  /

Frankfurt Zert./BNP
2024-06-13  9:20:31 PM Chg.-0.080 Bid9:58:22 PM Ask9:58:22 PM Underlying Strike price Expiration date Option type
13.390EUR -0.59% 13.540
Bid Size: 1,600		 13.620
Ask Size: 1,600		 Eaton Corp New 200.00 USD 2026-01-16 Call
 

Master data

WKN: PC1D1C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Eaton Corp New
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-08
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.24
Leverage: Yes

Calculated values

Fair value: 12.86
Intrinsic value: 11.76
Implied volatility: 0.38
Historic volatility: 0.22
Parity: 11.76
Time value: 1.74
Break-even: 319.97
Moneyness: 1.64
Premium: 0.06
Premium p.a.: 0.04
Spread abs.: 0.08
Spread %: 0.60%
Delta: 0.92
Theta: -0.03
Omega: 2.05
Rho: 2.26
 

Quote data

Open: 13.360
High: 13.390
Low: 13.000
Previous Close: 13.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.48%
1 Month
  -1.83%
3 Months  
+22.06%
YTD  
+118.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.470 12.120
1M High / 1M Low: 14.780 12.080
6M High / 6M Low: 14.780 5.630
High (YTD): 2024-05-27 14.780
Low (YTD): 2024-01-03 5.630
52W High: - -
52W Low: - -
Avg. price 1W:   12.780
Avg. volume 1W:   0.000
Avg. price 1M:   13.592
Avg. volume 1M:   0.000
Avg. price 6M:   10.352
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.57%
Volatility 6M:   57.17%
Volatility 1Y:   -
Volatility 3Y:   -