BNP Paribas Call 80 DD 20.06.2025/  DE000PL1CH65  /

Frankfurt Zert./BNP
2024-12-23  9:55:17 PM Chg.-0.020 Bid9:59:06 PM Ask9:59:06 PM Underlying Strike price Expiration date Option type
0.490EUR -3.92% 0.480
Bid Size: 14,300
0.500
Ask Size: 14,300
DuPont de Nemours In... 80.00 USD 2025-06-20 Call
 

Master data

WKN: PL1CH6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DuPont de Nemours Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2025-06-20
Issue date: 2024-11-14
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.78
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -0.30
Time value: 0.50
Break-even: 81.89
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 4.17%
Delta: 0.49
Theta: -0.02
Omega: 7.20
Rho: 0.15
 

Quote data

Open: 0.520
High: 0.520
Low: 0.470
Previous Close: 0.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.76%
1 Month
  -44.94%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.490
1M High / 1M Low: 0.940 0.490
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.546
Avg. volume 1W:   0.000
Avg. price 1M:   0.757
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -