BNP Paribas Call 200 ETN 20.12.2024
/ DE000PC1D028
BNP Paribas Call 200 ETN 20.12.20.../ DE000PC1D028 /
| 2024-04-16 9:20:22 PM |
Chg.+0.260 |
Bid9:58:34 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.660EUR |
+2.28% |
-
Bid Size: - |
-
Ask Size: - |
Eaton Corp New |
200.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PC1D02 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Eaton Corp New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-04-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.22 |
| Intrinsic value: |
10.74 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
10.74 |
| Time value: |
0.73 |
| Break-even: |
314.70 |
| Moneyness: |
1.54 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
-0.06 |
| Spread %: |
-0.52% |
| Delta: |
0.95 |
| Theta: |
-0.04 |
| Omega: |
2.53 |
| Rho: |
1.08 |
Quote data
| Open: |
11.460 |
| High: |
11.660 |
| Low: |
11.310 |
| Previous Close: |
11.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+2.19% |
| 3 Months |
|
|
+43.42% |
| YTD |
|
|
+126.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
11.700 |
11.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-05 |
12.560 |
| Low (YTD): |
2024-01-03 |
4.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
11.550 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
34.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
