BNP Paribas Call 200 ETN 19.12.2025
/ DE000PC1D085
BNP Paribas Call 200 ETN 19.12.20.../ DE000PC1D085 /
2024-06-13 8:58:13 AM |
Chg.+0.54 |
Bid7:25:20 PM |
Ask7:25:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
13.27EUR |
+4.24% |
13.03 Bid Size: 3,400 |
13.11 Ask Size: 3,400 |
Eaton Corp New |
200.00 USD |
2025-12-19 |
Call |
Master data
WKN: |
PC1D08 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Eaton Corp New |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 USD |
Maturity: |
2025-12-19 |
Issue date: |
2023-12-08 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.80 |
Intrinsic value: |
11.76 |
Implied volatility: |
0.38 |
Historic volatility: |
0.22 |
Parity: |
11.76 |
Time value: |
1.63 |
Break-even: |
318.87 |
Moneyness: |
1.64 |
Premium: |
0.05 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.08 |
Spread %: |
0.60% |
Delta: |
0.92 |
Theta: |
-0.03 |
Omega: |
2.08 |
Rho: |
2.19 |
Quote data
Open: |
13.27 |
High: |
13.27 |
Low: |
13.27 |
Previous Close: |
12.73 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.61% |
1 Month |
|
|
-3.28% |
3 Months |
|
|
+23.44% |
YTD |
|
|
+117.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.19 |
12.08 |
1M High / 1M Low: |
14.68 |
12.08 |
6M High / 6M Low: |
14.68 |
5.63 |
High (YTD): |
2024-05-28 |
14.68 |
Low (YTD): |
2024-01-03 |
5.63 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
12.64 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
13.56 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
10.26 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61.88% |
Volatility 6M: |
|
54.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |