BNP Paribas Call 300 ETN 20.12.2024
/ DE000PC5C2N0
BNP Paribas Call 300 ETN 20.12.20.../ DE000PC5C2N0 /
| 6/12/2024 8:33:19 AM |
Chg.-0.21 |
Bid8:59:03 AM |
Ask8:59:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.09EUR |
-4.88% |
4.07
Bid Size: 738 |
-
Ask Size: - |
Eaton Corp New |
300.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC5C2N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Eaton Corp New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.48 |
| Intrinsic value: |
2.14 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
2.14 |
| Time value: |
2.25 |
| Break-even: |
322.62 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
0.92% |
| Delta: |
0.69 |
| Theta: |
-0.09 |
| Omega: |
4.72 |
| Rho: |
0.86 |
Quote data
| Open: |
4.09 |
| High: |
4.09 |
| Low: |
4.09 |
| Previous Close: |
4.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.07% |
| 1 Month |
|
|
-20.58% |
| 3 Months |
|
|
+44.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.47 |
3.70 |
| 1M High / 1M Low: |
5.73 |
3.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
