BNP Paribas Call 60 DD 20.06.2025
/ DE000PC39J47
BNP Paribas Call 60 DD 20.06.2025/ DE000PC39J47 /
| 2024-06-05 11:21:13 AM |
Chg.0.000 |
Bid2024-06-05 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.240EUR |
0.00% |
2.240
Bid Size: 6,300 |
-
Ask Size: - |
DuPont de Nemours In... |
60.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
PC39J4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DuPont de Nemours Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
1.87 |
| Time value: |
0.40 |
| Break-even: |
77.84 |
| Moneyness: |
1.34 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
1.34% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
2.83 |
| Rho: |
0.43 |
Quote data
| Open: |
2.250 |
| High: |
2.250 |
| Low: |
2.240 |
| Previous Close: |
2.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.45% |
| 1 Month |
|
|
+10.89% |
| 3 Months |
|
|
+61.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.340 |
2.240 |
| 1M High / 1M Low: |
2.360 |
1.970 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.175 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
