BNP Paribas Call 80 DD 21.06.2024
/ DE000PZ17188
BNP Paribas Call 80 DD 21.06.2024/ DE000PZ17188 /
| 5/29/2024 1:21:16 PM |
Chg.-0.030 |
Bid5/29/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-12.00% |
0.220
Bid Size: 10,000 |
-
Ask Size: - |
DuPont de Nemours In... |
80.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
PZ1718 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DuPont de Nemours Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
12/7/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.24 |
| Parity: |
0.19 |
| Time value: |
0.06 |
| Break-even: |
76.22 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
23.35 |
| Rho: |
0.04 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.220 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+243.75% |
| 1 Month |
|
|
+144.44% |
| 3 Months |
|
|
+254.84% |
| YTD |
|
|
-40.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.064 |
| 1M High / 1M Low: |
0.250 |
0.055 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2024 |
0.390 |
| Low (YTD): |
2/2/2024 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.169 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.123 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
745.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
