BNP Paribas Call 380 ETN 20.12.2024
/ DE000PC7ZHZ2
BNP Paribas Call 380 ETN 20.12.20.../ DE000PC7ZHZ2 /
| 13/06/2024 08:39:39 |
Chg.+0.17 |
Bid21:54:08 |
Ask21:54:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
+16.67% |
1.25
Bid Size: 2,400 |
1.29
Ask Size: 2,326 |
Eaton Corp New |
380.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC7ZHZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Eaton Corp New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
09/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
-4.89 |
| Time value: |
1.25 |
| Break-even: |
363.93 |
| Moneyness: |
0.86 |
| Premium: |
0.20 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.04 |
| Spread %: |
3.31% |
| Delta: |
0.32 |
| Theta: |
-0.07 |
| Omega: |
7.71 |
| Rho: |
0.44 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.59% |
| 1 Month |
|
|
-13.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
0.87 |
| 1M High / 1M Low: |
1.76 |
0.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
