BNP Paribas Call 70 6D81 21.06.2024
/ DE000PZ17162
BNP Paribas Call 70 6D81 21.06.20.../ DE000PZ17162 /
| 2024-05-10 8:53:51 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
- |
-
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: |
8.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
1.09 |
| Historic volatility: |
0.23 |
| Parity: |
0.38 |
| Time value: |
0.49 |
| Break-even: |
78.70 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
3.29 |
| Spread abs.: |
0.04 |
| Spread %: |
4.82% |
| Delta: |
0.64 |
| Theta: |
-0.20 |
| Omega: |
5.42 |
| Rho: |
0.02 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+7.41% |
| 3 Months |
|
|
+163.64% |
| YTD |
|
|
-6.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.890 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.960 |
| Low (YTD): |
2024-02-06 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.828 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
