BNP Paribas Call 70 6D81 21.06.2024
/ DE000PZ17162
BNP Paribas Call 70 6D81 21.06.20.../ DE000PZ17162 /
| 2024-05-10 9:50:26 PM |
Chg.0.000 |
Bid9:59:24 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
DUPONT DE NEMOURS IN... |
70.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PZ1716 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DUPONT DE NEMOURS INC. ON |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.23 |
| Parity: |
0.39 |
| Time value: |
0.48 |
| Break-even: |
78.70 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
2.84 |
| Spread abs.: |
0.04 |
| Spread %: |
4.82% |
| Delta: |
0.64 |
| Theta: |
-0.19 |
| Omega: |
5.45 |
| Rho: |
0.02 |
Quote data
| Open: |
0.860 |
| High: |
0.880 |
| Low: |
0.810 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+12.16% |
| 3 Months |
|
|
+137.14% |
| YTD |
|
|
-9.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.910 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.960 |
| Low (YTD): |
2024-02-01 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.842 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
