BNP Paribas Call 65 6D81 21.06.20.../  DE000PZ17154  /

Frankfurt Zert./BNP
2024-05-10  9:50:26 PM Chg.0.000 Bid9:56:29 PM Ask- Underlying Strike price Expiration date Option type
1.290EUR 0.00% -
Bid Size: -
-
Ask Size: -
DUPONT DE NEMOURS IN... 65.00 - 2024-06-21 Call
 

Master data

WKN: PZ1715
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DUPONT DE NEMOURS INC. ON
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-06-21
Issue date: 2023-12-07
Last trading day: 2024-05-13
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.68
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.83
Implied volatility: 1.01
Historic volatility: 0.24
Parity: 0.83
Time value: 0.46
Break-even: 77.90
Moneyness: 1.13
Premium: 0.06
Premium p.a.: 1.11
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.71
Theta: -0.12
Omega: 4.06
Rho: 0.03
 

Quote data

Open: 1.320
High: 1.340
Low: 1.260
Previous Close: 1.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+38.71%
3 Months  
+95.45%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.370 0.810
6M High / 6M Low: - -
High (YTD): 2024-05-07 1.370
Low (YTD): 2024-02-05 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.074
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   213.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -