BNP Paribas Call 65 DD 20.09.2024
/ DE000PC39JW2
BNP Paribas Call 65 DD 20.09.2024/ DE000PC39JW2 /
| 5/22/2024 1:12:29 PM |
Chg.-0.01 |
Bid7:53:08 PM |
Ask7:53:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
-0.70% |
1.33
Bid Size: 23,600 |
1.35
Ask Size: 23,600 |
DuPont de Nemours In... |
65.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
1.34 |
| Time value: |
0.10 |
| Break-even: |
74.29 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.41% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
4.79 |
| Rho: |
0.18 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.41 |
| Previous Close: |
1.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.22% |
| 1 Month |
|
|
+29.36% |
| 3 Months |
|
|
+88.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.31 |
| 1M High / 1M Low: |
1.46 |
1.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
