BNP Paribas Call 60 DD 17.01.2025
/ DE000PC39J13
BNP Paribas Call 60 DD 17.01.2025/ DE000PC39J13 /
| 2024-06-04 9:50:30 PM |
Chg.-0.020 |
Bid9:55:16 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.080EUR |
-0.95% |
2.070
Bid Size: 10,600 |
-
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: |
3.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
1.89 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
1.89 |
| Time value: |
0.21 |
| Break-even: |
76.01 |
| Moneyness: |
1.34 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.47% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
3.22 |
| Rho: |
0.29 |
Quote data
| Open: |
2.100 |
| High: |
2.110 |
| Low: |
2.050 |
| Previous Close: |
2.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.45% |
| 1 Month |
|
|
+12.43% |
| 3 Months |
|
|
+63.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.200 |
2.100 |
| 1M High / 1M Low: |
2.200 |
1.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.007 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
