BNP Paribas Call 240 ETN 21.06.2024
/ DE000PC1D0Z1
BNP Paribas Call 240 ETN 21.06.20.../ DE000PC1D0Z1 /
| 16/04/2024 21:20:15 |
Chg.+0.250 |
Bid21:59:39 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.420EUR |
+3.49% |
-
Bid Size: - |
-
Ask Size: - |
Eaton Corp New |
240.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
PC1D0Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Eaton Corp New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
08/12/2023 |
| Last trading day: |
17/04/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.47 |
| Intrinsic value: |
6.38 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.23 |
| Parity: |
6.38 |
| Time value: |
1.04 |
| Break-even: |
314.20 |
| Moneyness: |
1.27 |
| Premium: |
0.03 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.13 |
| Spread %: |
1.78% |
| Delta: |
0.83 |
| Theta: |
-0.36 |
| Omega: |
3.40 |
| Rho: |
0.17 |
Quote data
| Open: |
7.220 |
| High: |
7.420 |
| Low: |
7.070 |
| Previous Close: |
7.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+85.04% |
| YTD |
|
|
+296.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
05/04/2024 |
8.400 |
| Low (YTD): |
03/01/2024 |
1.470 |
| 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: |
|
- |
