BNP Paribas Call 70 DD 17.01.2025
/ DE000PZ172B8
BNP Paribas Call 70 DD 17.01.2025/ DE000PZ172B8 /
| 2024-05-29 11:21:15 AM |
Chg.-0.030 |
Bid2024-05-29 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
-2.10% |
1.400
Bid Size: 5,900 |
-
Ask Size: - |
DuPont de Nemours In... |
70.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PZ172B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DuPont de Nemours Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
1.11 |
| Time value: |
0.32 |
| Break-even: |
78.81 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
4.40 |
| Rho: |
0.31 |
Quote data
| Open: |
1.410 |
| High: |
1.410 |
| Low: |
1.400 |
| Previous Close: |
1.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.81% |
| 1 Month |
|
|
+48.94% |
| 3 Months |
|
|
+102.90% |
| YTD |
|
|
+16.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.430 |
1.140 |
| 1M High / 1M Low: |
1.430 |
0.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-28 |
1.430 |
| Low (YTD): |
2024-02-01 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
