BNP Paribas Call 70 DD 19.12.2025/  DE000PZ172E2  /

Frankfurt Zert./BNP
2024-06-05  6:20:23 PM Chg.0.000 Bid2024-06-05 Ask- Underlying Strike price Expiration date Option type
1.750EUR 0.00% 1.750
Bid Size: 7,000
-
Ask Size: -
DuPont de Nemours In... 70.00 USD 2025-12-19 Call
 

Master data

WKN: PZ172E
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DuPont de Nemours Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-07
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.22
Leverage: Yes

Calculated values

Fair value: 1.59
Intrinsic value: 0.95
Implied volatility: 0.29
Historic volatility: 0.23
Parity: 0.95
Time value: 0.80
Break-even: 81.83
Moneyness: 1.15
Premium: 0.11
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.76
Theta: -0.01
Omega: 3.22
Rho: 0.60
 

Quote data

Open: 1.760
High: 1.770
Low: 1.720
Previous Close: 1.750
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.42%
1 Month  
+12.18%
3 Months  
+76.77%
YTD  
+17.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.880 1.750
1M High / 1M Low: 1.880 1.500
6M High / 6M Low: - -
High (YTD): 2024-05-31 1.880
Low (YTD): 2024-02-01 0.590
52W High: - -
52W Low: - -
Avg. price 1W:   1.828
Avg. volume 1W:   0.000
Avg. price 1M:   1.695
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -