BNP Paribas Call 65 DD 20.12.2024
/ DE000PC39J05
BNP Paribas Call 65 DD 20.12.2024/ DE000PC39J05 /
| 2024-06-05 9:20:54 AM |
Chg.0.000 |
Bid2024-06-05 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.650EUR |
0.00% |
1.650
Bid Size: 4,500 |
-
Ask Size: - |
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: |
4.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
1.43 |
| Time value: |
0.24 |
| Break-even: |
76.29 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.60% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
3.87 |
| Rho: |
0.26 |
Quote data
| Open: |
1.660 |
| High: |
1.660 |
| Low: |
1.650 |
| Previous Close: |
1.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.07% |
| 1 Month |
|
|
+15.38% |
| 3 Months |
|
|
+87.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.760 |
1.650 |
| 1M High / 1M Low: |
1.780 |
1.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.588 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
