BNP Paribas Call 85 DD 21.06.2024/  DE000PC2X6S8  /

Frankfurt Zert./BNP
2024-06-04  12:21:19 PM Chg.-0.006 Bid2024-06-04 Ask- Underlying Strike price Expiration date Option type
0.007EUR -46.15% 0.007
Bid Size: 10,000
-
Ask Size: -
DuPont de Nemours In... 85.00 USD 2024-06-21 Call
 

Master data

WKN: PC2X6S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DuPont de Nemours Inc
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 2024-06-21
Issue date: 2024-01-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 199.79
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.23
Parity: -0.40
Time value: 0.04
Break-even: 78.30
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 2.44
Spread abs.: 0.02
Spread %: 146.67%
Delta: 0.18
Theta: -0.03
Omega: 35.41
Rho: 0.01
 

Quote data

Open: 0.010
High: 0.010
Low: 0.007
Previous Close: 0.013
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -82.05%
1 Month
  -58.82%
3 Months
  -70.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.013
1M High / 1M Low: 0.039 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   5,471.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -