BNP Paribas Call 250 ETN 20.12.2024
/ DE000PC1D044
BNP Paribas Call 250 ETN 20.12.20.../ DE000PC1D044 /
| 5/20/2024 7:20:25 PM |
Chg.+0.500 |
Bid8:13:10 PM |
Ask8:13:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.780EUR |
+6.04% |
8.720
Bid Size: 4,800 |
8.800
Ask Size: 4,800 |
Eaton Corp New |
250.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC1D04 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Eaton Corp New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 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: |
3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.97 |
| Intrinsic value: |
7.38 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
7.38 |
| Time value: |
1.04 |
| Break-even: |
314.14 |
| Moneyness: |
1.32 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.08 |
| Spread %: |
0.96% |
| Delta: |
0.89 |
| Theta: |
-0.06 |
| Omega: |
3.20 |
| Rho: |
1.09 |
Quote data
| Open: |
8.370 |
| High: |
8.780 |
| Low: |
8.340 |
| Previous Close: |
8.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.28% |
| 1 Month |
|
|
+34.05% |
| 3 Months |
|
|
+96.42% |
| YTD |
|
|
+273.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.820 |
8.280 |
| 1M High / 1M Low: |
8.820 |
6.940 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
5/15/2024 |
8.820 |
| Low (YTD): |
1/3/2024 |
1.990 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
