BNP Paribas Call 400 ETN 17.01.2025
/ DE000PC7ZH04
BNP Paribas Call 400 ETN 17.01.20.../ DE000PC7ZH04 /
| 6/13/2024 8:20:39 PM |
Chg.-0.060 |
Bid8:57:25 PM |
Ask8:57:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-5.94% |
0.980
Bid Size: 3,062 |
1.020
Ask Size: 2,942 |
Eaton Corp New |
400.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC7ZH0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Eaton Corp New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
-6.74 |
| Time value: |
1.02 |
| Break-even: |
380.13 |
| Moneyness: |
0.82 |
| Premium: |
0.26 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.04 |
| Spread %: |
4.08% |
| Delta: |
0.26 |
| Theta: |
-0.06 |
| Omega: |
7.79 |
| Rho: |
0.41 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.890 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.71% |
| 1 Month |
|
|
-15.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.700 |
| 1M High / 1M Low: |
1.440 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.085 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
