BNP Paribas Call 250 ETN 20.09.2024
/ DE000PC39J88
BNP Paribas Call 250 ETN 20.09.20.../ DE000PC39J88 /
| 6/12/2024 8:19:33 AM |
Chg.-0.26 |
Bid8:35:13 AM |
Ask8:35:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.92EUR |
-3.62% |
6.92
Bid Size: 2,150 |
7.30
Ask Size: 2,150 |
Eaton Corp New |
250.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC39J8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Eaton Corp New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.03 |
| Intrinsic value: |
6.78 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
6.78 |
| Time value: |
0.52 |
| Break-even: |
305.27 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.08 |
| Spread %: |
1.11% |
| Delta: |
0.91 |
| Theta: |
-0.07 |
| Omega: |
3.75 |
| Rho: |
0.56 |
Quote data
| Open: |
6.92 |
| High: |
6.92 |
| Low: |
6.92 |
| Previous Close: |
7.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.53% |
| 1 Month |
|
|
-15.82% |
| 3 Months |
|
|
+36.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.45 |
6.42 |
| 1M High / 1M Low: |
9.05 |
6.42 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
