BNP Paribas Call 200 ETN 20.12.2024
/ DE000PC1D028
BNP Paribas Call 200 ETN 20.12.20.../ DE000PC1D028 /
| 4/16/2024 9:20:22 PM |
Chg.+0.260 |
Bid9:58:34 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.660EUR |
+2.28% |
-
Bid Size: - |
-
Ask Size: - |
Eaton Corp New |
200.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
PC1D02 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Eaton Corp New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
12/8/2023 |
| Last trading day: |
4/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.82 |
| Intrinsic value: |
10.37 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.23 |
| Parity: |
10.37 |
| Time value: |
1.29 |
| Break-even: |
316.60 |
| Moneyness: |
1.52 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.15 |
| Spread %: |
1.30% |
| Delta: |
0.89 |
| Theta: |
-0.07 |
| Omega: |
2.32 |
| Rho: |
0.90 |
Quote data
| Open: |
11.460 |
| High: |
11.660 |
| Low: |
11.310 |
| Previous Close: |
11.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+45.75% |
| YTD |
|
|
+126.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
4/5/2024 |
12.560 |
| Low (YTD): |
1/3/2024 |
4.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
