BNP Paribas Call 75 DD 21.06.2024
/ DE000PZ17170
BNP Paribas Call 75 DD 21.06.2024/ DE000PZ17170 /
| 04/06/2024 13:21:04 |
Chg.-0.040 |
Bid13:36:32 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-7.41% |
0.510
Bid Size: 5,883 |
-
Ask Size: - |
DuPont de Nemours In... |
75.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
PZ1717 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DuPont de Nemours Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
07/12/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.23 |
| Parity: |
0.52 |
| Time value: |
0.18 |
| Break-even: |
75.76 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.15 |
| Spread %: |
27.27% |
| Delta: |
0.73 |
| Theta: |
-0.10 |
| Omega: |
7.74 |
| Rho: |
0.02 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.500 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.08% |
| 1 Month |
|
|
+42.86% |
| 3 Months |
|
|
+212.50% |
| YTD |
|
|
-18.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.540 |
| 1M High / 1M Low: |
0.650 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
28/05/2024 |
0.650 |
| Low (YTD): |
02/02/2024 |
0.041 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.469 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
324.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
