BNP Paribas Call 60 DD 17.01.2025
/ DE000PC39J13
BNP Paribas Call 60 DD 17.01.2025/ DE000PC39J13 /
| 2024-05-29 1:50:38 PM |
Chg.-0.040 |
Bid1:52:02 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.160EUR |
-1.82% |
2.170
Bid Size: 10,900 |
-
Ask Size: - |
DuPont de Nemours In... |
60.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC39J1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DuPont de Nemours Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.19 |
| Intrinsic value: |
2.04 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
2.04 |
| Time value: |
0.16 |
| Break-even: |
77.29 |
| Moneyness: |
1.37 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
3.28 |
| Rho: |
0.32 |
Quote data
| Open: |
2.180 |
| High: |
2.180 |
| Low: |
2.160 |
| Previous Close: |
2.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.51% |
| 1 Month |
|
|
+37.58% |
| 3 Months |
|
|
+71.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.200 |
1.870 |
| 1M High / 1M Low: |
2.200 |
1.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.921 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
