BNP Paribas Call 90 DD 20.12.2024/  DE000PC2X6T6  /

Frankfurt Zert./BNP
20/09/2024  21:50:40 Chg.0.000 Bid20/09/2024 Ask- Underlying Strike price Expiration date Option type
0.160EUR 0.00% 0.160
Bid Size: 11,600
-
Ask Size: -
DuPont de Nemours In... 90.00 USD 20/12/2024 Call
 

Master data

WKN: PC2X6T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DuPont de Nemours Inc
Type: Warrant
Option type: Call
Strike price: 90.00 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: 46.59
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.23
Parity: -0.61
Time value: 0.16
Break-even: 82.25
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.48
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.30
Theta: -0.02
Omega: 13.96
Rho: 0.05
 

Quote data

Open: 0.160
High: 0.160
Low: 0.130
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month  
+23.08%
3 Months
  -23.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.150
1M High / 1M Low: 0.230 0.110
6M High / 6M Low: 0.330 0.110
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.156
Avg. volume 1M:   0.000
Avg. price 6M:   0.211
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.22%
Volatility 6M:   172.07%
Volatility 1Y:   -
Volatility 3Y:   -