BNP Paribas Call 80 DD 20.12.2024
/ DE000PZ172A0
BNP Paribas Call 80 DD 20.12.2024/ DE000PZ172A0 /
| 04/06/2024 21:50:26 |
Chg.-0.020 |
Bid21:59:10 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-2.99% |
0.640
Bid Size: 4,688 |
-
Ask Size: - |
DuPont de Nemours In... |
80.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PZ172A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DuPont de Nemours Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 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: |
11.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
0.06 |
| Time value: |
0.61 |
| Break-even: |
80.05 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
-0.01 |
| Spread %: |
-1.47% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
6.57 |
| Rho: |
0.20 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.630 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.16% |
| 1 Month |
|
|
+18.18% |
| 3 Months |
|
|
+116.67% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.670 |
| 1M High / 1M Low: |
0.740 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
28/05/2024 |
0.740 |
| Low (YTD): |
05/02/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.619 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
