BNP Paribas Call 60 DD 20.12.2024
/ DE000PC39JZ5
BNP Paribas Call 60 DD 20.12.2024/ DE000PC39JZ5 /
| 5/31/2024 9:50:26 PM |
Chg.+0.020 |
Bid9:59:52 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.170EUR |
+0.93% |
2.220
Bid Size: 11,000 |
-
Ask Size: - |
DuPont de Nemours In... |
60.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC39JZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DuPont de Nemours Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
2.01 |
| Time value: |
0.16 |
| Break-even: |
77.09 |
| Moneyness: |
1.36 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
3.30 |
| Rho: |
0.28 |
Quote data
| Open: |
2.160 |
| High: |
2.180 |
| Low: |
2.080 |
| Previous Close: |
2.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.83% |
| 1 Month |
|
|
+46.62% |
| 3 Months |
|
|
+76.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.190 |
2.090 |
| 1M High / 1M Low: |
2.190 |
1.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.935 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
