BNP Paribas Call 70 DD 17.01.2025
/ DE000PZ172B8
BNP Paribas Call 70 DD 17.01.2025/ DE000PZ172B8 /
| 2024-06-04 8:54:04 AM |
Chg.-0.15 |
Bid6:14:31 PM |
Ask6:14:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
-10.20% |
1.30
Bid Size: 11,800 |
-
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: |
5.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.97 |
| Time value: |
0.37 |
| Break-even: |
77.58 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.74% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
4.39 |
| Rho: |
0.28 |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.32 |
| Previous Close: |
1.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.65% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
+91.30% |
| YTD |
|
|
+9.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.32 |
| 1M High / 1M Low: |
1.47 |
1.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-06-03 |
1.47 |
| Low (YTD): |
2024-02-06 |
0.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
