BNP Paribas Call 75 DD 21.03.2025/  DE000PL0TNM5  /

EUWAX
2024-12-23  8:40:48 AM Chg.+0.030 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.560EUR +5.66% -
Bid Size: -
-
Ask Size: -
DuPont de Nemours In... 75.00 USD 2025-03-21 Call
 

Master data

WKN: PL0TNM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DuPont de Nemours Inc
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 2025-03-21
Issue date: 2024-11-06
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.94
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.18
Implied volatility: 0.29
Historic volatility: 0.24
Parity: 0.18
Time value: 0.35
Break-even: 77.39
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 3.92%
Delta: 0.62
Theta: -0.03
Omega: 8.59
Rho: 0.10
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.29%
1 Month
  -42.27%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.530
1M High / 1M Low: 1.090 0.530
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.630
Avg. volume 1W:   0.000
Avg. price 1M:   0.888
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -