BNP Paribas Call 220 ETN 20.09.2024
/ DE000PC39J70
BNP Paribas Call 220 ETN 20.09.20.../ DE000PC39J70 /
| 4/16/2024 9:20:20 PM |
Chg.+0.250 |
Bid9:59:38 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.590EUR |
+2.68% |
-
Bid Size: - |
-
Ask Size: - |
Eaton Corp New |
220.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
PC39J7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Eaton Corp New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
4/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.68 |
| Intrinsic value: |
8.38 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.23 |
| Parity: |
8.38 |
| Time value: |
1.21 |
| Break-even: |
315.90 |
| Moneyness: |
1.38 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.13 |
| Spread %: |
1.37% |
| Delta: |
0.86 |
| Theta: |
-0.12 |
| Omega: |
2.74 |
| Rho: |
0.57 |
Quote data
| Open: |
9.390 |
| High: |
9.590 |
| Low: |
9.240 |
| Previous Close: |
9.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+58.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 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: |
|
- |
