BNP Paribas Call 70 DD 20.12.2024
/ DE000PZ17196
BNP Paribas Call 70 DD 20.12.2024/ DE000PZ17196 /
19/06/2024 11:50:47 |
Chg.-0.010 |
Bid12:09:17 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.260EUR |
-0.79% |
1.260 Bid Size: 12,500 |
- Ask Size: - |
DuPont de Nemours In... |
70.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
PZ1719 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DuPont de Nemours Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
07/12/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.22 |
Intrinsic value: |
1.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.23 |
Parity: |
1.00 |
Time value: |
0.27 |
Break-even: |
77.88 |
Moneyness: |
1.15 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
-0.01 |
Spread %: |
-0.78% |
Delta: |
0.82 |
Theta: |
-0.02 |
Omega: |
4.87 |
Rho: |
0.25 |
Quote data
Open: |
1.280 |
High: |
1.280 |
Low: |
1.260 |
Previous Close: |
1.270 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+4.13% |
3 Months |
|
|
+43.18% |
YTD |
|
|
+6.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.270 |
1.210 |
1M High / 1M Low: |
1.390 |
1.100 |
6M High / 6M Low: |
1.390 |
0.310 |
High (YTD): |
28/05/2024 |
1.390 |
Low (YTD): |
01/02/2024 |
0.310 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.246 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.263 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.942 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.03% |
Volatility 6M: |
|
141.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |