BNP Paribas Call 220 ETN 16.01.2026
/ DE000PC1D1D6
BNP Paribas Call 220 ETN 16.01.20.../ DE000PC1D1D6 /
| 2024-06-13 8:58:13 AM |
Chg.+0.53 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.94EUR |
+4.65% |
-
Bid Size: - |
-
Ask Size: - |
Eaton Corp New |
220.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1D1D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Eaton Corp New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 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: |
2.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.20 |
| Intrinsic value: |
9.91 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
9.91 |
| Time value: |
2.16 |
| Break-even: |
324.16 |
| Moneyness: |
1.49 |
| Premium: |
0.07 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.08 |
| Spread %: |
0.67% |
| Delta: |
0.88 |
| Theta: |
-0.04 |
| Omega: |
2.22 |
| Rho: |
2.34 |
Quote data
| Open: |
11.94 |
| High: |
11.94 |
| Low: |
11.94 |
| Previous Close: |
11.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.67% |
| 1 Month |
|
|
-3.40% |
| 3 Months |
|
|
+25.55% |
| YTD |
|
|
+136.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.86 |
10.77 |
| 1M High / 1M Low: |
13.32 |
10.77 |
| 6M High / 6M Low: |
13.32 |
4.61 |
| High (YTD): |
2024-05-28 |
13.32 |
| Low (YTD): |
2024-01-03 |
4.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.22% |
| Volatility 6M: |
|
60.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
