BNP Paribas Call 250 ETN 16.01.2026
/ DE000PC1D1E4
BNP Paribas Call 250 ETN 16.01.20.../ DE000PC1D1E4 /
| 13/06/2024 08:58:13 |
Chg.+0.49 |
Bid15:19:27 |
Ask15:19:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.95EUR |
+5.18% |
9.95
Bid Size: 1,000 |
10.26
Ask Size: 1,000 |
Eaton Corp New |
250.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
08/12/2023 |
| Last trading day: |
15/01/2026 |
| 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: |
9.95 |
| High: |
9.95 |
| Low: |
9.95 |
| Previous Close: |
9.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.81% |
| 1 Month |
|
|
-3.77% |
| 3 Months |
|
|
+29.56% |
| YTD |
|
|
+174.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.87 |
8.85 |
| 1M High / 1M Low: |
11.24 |
8.85 |
| 6M High / 6M Low: |
11.24 |
3.26 |
| High (YTD): |
28/05/2024 |
11.24 |
| Low (YTD): |
03/01/2024 |
3.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.92% |
| Volatility 6M: |
|
70.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
