BNP Paribas Call 85 DD 20.12.2024
/ DE000PC2X6U4
BNP Paribas Call 85 DD 20.12.2024/ DE000PC2X6U4 /
| 04/06/2024 21:50:29 |
Chg.-0.020 |
Bid21:57:25 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-4.44% |
0.420
Bid Size: 7,143 |
-
Ask Size: - |
DuPont de Nemours In... |
85.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC2X6U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DuPont de Nemours Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
-0.40 |
| Time value: |
0.45 |
| Break-even: |
82.43 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.47 |
| Theta: |
-0.02 |
| Omega: |
7.70 |
| Rho: |
0.16 |
Quote data
| Open: |
0.440 |
| High: |
0.450 |
| Low: |
0.420 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.00% |
| 1 Month |
|
|
+19.44% |
| 3 Months |
|
|
+126.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.450 |
| 1M High / 1M Low: |
0.500 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.409 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
