BNP Paribas Call 60 DD 20.12.2024
/ DE000PC39JZ5
BNP Paribas Call 60 DD 20.12.2024/ DE000PC39JZ5 /
| 31/10/2024 08:19:51 |
Chg.-0.06 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.14EUR |
-2.73% |
-
Bid Size: - |
-
Ask Size: - |
DuPont de Nemours In... |
60.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC39JZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DuPont de Nemours Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
2.14 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.24 |
| Parity: |
2.14 |
| Time value: |
0.06 |
| Break-even: |
77.26 |
| Moneyness: |
1.39 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.38% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
3.33 |
| Rho: |
0.07 |
Quote data
| Open: |
2.14 |
| High: |
2.14 |
| Low: |
2.14 |
| Previous Close: |
2.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.55% |
| 1 Month |
|
|
-21.32% |
| 3 Months |
|
|
+5.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.29 |
2.20 |
| 1M High / 1M Low: |
2.72 |
2.20 |
| 6M High / 6M Low: |
2.72 |
1.56 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.06% |
| Volatility 6M: |
|
74.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
