BNP Paribas Call 65 DD 20.12.2024
/ DE000PC39J05
BNP Paribas Call 65 DD 20.12.2024/ DE000PC39J05 /
| 6/19/2024 10:20:51 AM |
Chg.0.000 |
Bid10:31:17 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.660EUR |
0.00% |
1.660
Bid Size: 11,600 |
-
Ask Size: - |
DuPont de Nemours In... |
65.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC39J0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DuPont de Nemours Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 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: |
4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
1.46 |
| Time value: |
0.21 |
| Break-even: |
77.23 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
3.99 |
| Rho: |
0.25 |
Quote data
| Open: |
1.670 |
| High: |
1.670 |
| Low: |
1.660 |
| Previous Close: |
1.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.22% |
| 1 Month |
|
|
+5.06% |
| 3 Months |
|
|
+40.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.660 |
1.590 |
| 1M High / 1M Low: |
1.780 |
1.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.640 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
