BNP Paribas Call 65 DD 17.01.2025/  DE000PC39J21  /

EUWAX
2024-05-31  12:49:55 PM Chg.+0.08 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.77EUR +4.73% -
Bid Size: -
-
Ask Size: -
DuPont de Nemours In... 65.00 USD 2025-01-17 Call
 

Master data

WKN: PC39J2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DuPont de Nemours Inc
Type: Warrant
Option type: Call
Strike price: 65.00 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: 4.22
Leverage: Yes

Calculated values

Fair value: 1.75
Intrinsic value: 1.55
Implied volatility: 0.28
Historic volatility: 0.24
Parity: 1.55
Time value: 0.24
Break-even: 77.91
Moneyness: 1.26
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.89
Theta: -0.01
Omega: 3.77
Rho: 0.31
 

Quote data

Open: 1.78
High: 1.78
Low: 1.77
Previous Close: 1.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.63%
1 Month  
+41.60%
3 Months  
+84.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.78 1.60
1M High / 1M Low: 1.78 1.25
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.71
Avg. volume 1W:   0.00
Avg. price 1M:   1.58
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -