BNP Paribas Call 220 ETN 20.12.2024
/ DE000PC1D036
BNP Paribas Call 220 ETN 20.12.20.../ DE000PC1D036 /
| 6/13/2024 8:58:13 AM |
Chg.+0.61 |
Bid8:57:25 PM |
Ask8:57:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.52EUR |
+6.16% |
10.56
Bid Size: 5,600 |
-
Ask Size: - |
Eaton Corp New |
220.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC1D03 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Eaton Corp New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
12/8/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.30 |
| Intrinsic value: |
9.91 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.22 |
| Parity: |
9.91 |
| Time value: |
0.67 |
| Break-even: |
309.26 |
| Moneyness: |
1.49 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.05 |
| Omega: |
2.68 |
| Rho: |
0.92 |
Quote data
| Open: |
10.52 |
| High: |
10.52 |
| Low: |
10.52 |
| Previous Close: |
9.91 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.96% |
| 1 Month |
|
|
-4.01% |
| 3 Months |
|
|
+29.08% |
| YTD |
|
|
+169.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.42 |
9.35 |
| 1M High / 1M Low: |
11.98 |
9.35 |
| 6M High / 6M Low: |
11.98 |
3.45 |
| High (YTD): |
5/28/2024 |
11.98 |
| Low (YTD): |
1/3/2024 |
3.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.78% |
| Volatility 6M: |
|
74.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
