BNP Paribas Call 85 DD 20.09.2024/  DE000PC8HG89  /

Frankfurt Zert./BNP
29/05/2024  10:50:41 Chg.-0.020 Bid29/05/2024 Ask- Underlying Strike price Expiration date Option type
0.260EUR -7.14% 0.260
Bid Size: 10,000
-
Ask Size: -
DuPont de Nemours In... 85.00 USD 20/09/2024 Call
 

Master data

WKN: PC8HG8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DuPont de Nemours Inc
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 20/09/2024
Issue date: 17/04/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.02
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.24
Parity: -0.27
Time value: 0.28
Break-even: 81.13
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.25
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.45
Theta: -0.02
Omega: 12.06
Rho: 0.10
 

Quote data

Open: 0.270
High: 0.270
Low: 0.260
Previous Close: 0.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+73.33%
1 Month  
+85.71%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.150
1M High / 1M Low: 0.280 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.189
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   326.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -