BNP Paribas Call 250 ETN 16.01.2026
/ DE000PC1D1E4
BNP Paribas Call 250 ETN 16.01.20.../ DE000PC1D1E4 /
2024-06-13 9:20:22 PM |
Chg.-0.090 |
Bid9:50:46 PM |
Ask9:50:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.950EUR |
-0.90% |
10.070 Bid Size: 1,000 |
10.110 Ask Size: 1,000 |
Eaton Corp New |
250.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PC1D1E |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Eaton Corp New |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 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: |
3.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.86 |
Intrinsic value: |
7.14 |
Implied volatility: |
0.36 |
Historic volatility: |
0.22 |
Parity: |
7.14 |
Time value: |
2.88 |
Break-even: |
331.41 |
Moneyness: |
1.31 |
Premium: |
0.10 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.04 |
Spread %: |
0.40% |
Delta: |
0.83 |
Theta: |
-0.04 |
Omega: |
2.50 |
Rho: |
2.40 |
Quote data
Open: |
9.940 |
High: |
9.960 |
Low: |
9.610 |
Previous Close: |
10.040 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+12.81% |
1 Month |
|
|
-2.45% |
3 Months |
|
|
+27.24% |
YTD |
|
|
+174.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.040 |
8.820 |
1M High / 1M Low: |
11.240 |
8.810 |
6M High / 6M Low: |
11.240 |
3.230 |
High (YTD): |
2024-05-27 |
11.240 |
Low (YTD): |
2024-01-03 |
3.230 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.420 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.153 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.278 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.26% |
Volatility 6M: |
|
73.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |