BNP Paribas Call 65 DD 20.09.2024
/ DE000PC39JW2
BNP Paribas Call 65 DD 20.09.2024/ DE000PC39JW2 /
2024-05-22 9:50:28 AM |
Chg.0.000 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
1.420EUR |
0.00% |
1.420 Bid Size: 5,750 |
1.480 Ask Size: 5,750 |
DuPont de Nemours In... |
65.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
PC39JW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DuPont de Nemours Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-31 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.47 |
Intrinsic value: |
1.37 |
Implied volatility: |
0.27 |
Historic volatility: |
0.24 |
Parity: |
1.37 |
Time value: |
0.11 |
Break-even: |
74.65 |
Moneyness: |
1.23 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
1.37% |
Delta: |
0.93 |
Theta: |
-0.01 |
Omega: |
4.64 |
Rho: |
0.18 |
Quote data
Open: |
1.420 |
High: |
1.420 |
Low: |
1.410 |
Previous Close: |
1.420 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.40% |
1 Month |
|
|
+32.71% |
3 Months |
|
|
+77.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.460 |
1.250 |
1M High / 1M Low: |
1.460 |
0.960 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.378 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.255 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
147.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |