BNP Paribas Call 65 DD 20.12.2024
/ DE000PC39J05
BNP Paribas Call 65 DD 20.12.2024/ DE000PC39J05 /
| 2024-05-22 6:20:14 PM |
Chg.-0.090 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
-5.81% |
1.460
Bid Size: 15,600 |
1.490
Ask Size: 15,600 |
DuPont de Nemours In... |
65.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC39J0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DuPont de Nemours Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
1.34 |
| Time value: |
0.24 |
| Break-even: |
75.69 |
| Moneyness: |
1.22 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.94% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
4.05 |
| Rho: |
0.28 |
Quote data
| Open: |
1.550 |
| High: |
1.550 |
| Low: |
1.460 |
| Previous Close: |
1.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.39% |
| 1 Month |
|
|
+16.80% |
| 3 Months |
|
|
+53.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.580 |
1.390 |
| 1M High / 1M Low: |
1.600 |
1.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.403 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
