BNP Paribas Call 320 ETN 20.09.2024
/ DE000PC5C2M2
BNP Paribas Call 320 ETN 20.09.20.../ DE000PC5C2M2 /
| 12/06/2024 08:33:19 |
Chg.-0.19 |
Bid12/06/2024 |
Ask12/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.06EUR |
-8.44% |
2.06
Bid Size: 1,457 |
2.39
Ask Size: 1,256 |
Eaton Corp New |
320.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC5C2M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Eaton Corp New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
21/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
0.28 |
| Time value: |
2.04 |
| Break-even: |
320.50 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
1.75% |
| Delta: |
0.58 |
| Theta: |
-0.11 |
| Omega: |
7.49 |
| Rho: |
0.42 |
Quote data
| Open: |
2.06 |
| High: |
2.06 |
| Low: |
2.06 |
| Previous Close: |
2.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.42% |
| 1 Month |
|
|
-32.68% |
| 3 Months |
|
|
+44.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.43 |
1.78 |
| 1M High / 1M Low: |
3.56 |
1.78 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
