BNP Paribas Call 60 DD 16.01.2026/  DE000PZ172G7  /

Frankfurt Zert./BNP
5/31/2024  9:50:39 PM Chg.+0.060 Bid9:59:46 PM Ask- Underlying Strike price Expiration date Option type
2.570EUR +2.39% 2.620
Bid Size: 4,600
-
Ask Size: -
DuPont de Nemours In... 60.00 USD 1/16/2026 Call
 

Master data

WKN: PZ172G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DuPont de Nemours Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 1/16/2026
Issue date: 12/7/2023
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.00
Leverage: Yes

Calculated values

Fair value: 2.45
Intrinsic value: 2.01
Implied volatility: 0.28
Historic volatility: 0.24
Parity: 2.01
Time value: 0.51
Break-even: 80.59
Moneyness: 1.36
Premium: 0.07
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.89
Theta: -0.01
Omega: 2.66
Rho: 0.68
 

Quote data

Open: 2.520
High: 2.570
Low: 2.440
Previous Close: 2.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.64%
1 Month  
+35.98%
3 Months  
+66.88%
YTD  
+22.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.540 2.410
1M High / 1M Low: 2.540 1.890
6M High / 6M Low: - -
High (YTD): 5/29/2024 2.540
Low (YTD): 2/1/2024 1.020
52W High: - -
52W Low: - -
Avg. price 1W:   2.492
Avg. volume 1W:   0.000
Avg. price 1M:   2.297
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -