BNP Paribas Call 70 DD 19.12.2025
/ DE000PZ172E2
BNP Paribas Call 70 DD 19.12.2025/ DE000PZ172E2 /
| 2024-06-11 9:50:24 PM |
Chg.-0.040 |
Bid9:56:45 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.680EUR |
-2.33% |
1.670
Bid Size: 3,500 |
-
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: |
4.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.92 |
| Time value: |
0.80 |
| Break-even: |
82.24 |
| Moneyness: |
1.14 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
3.28 |
| Rho: |
0.60 |
Quote data
| Open: |
1.730 |
| High: |
1.740 |
| Low: |
1.670 |
| Previous Close: |
1.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
+3.07% |
| 3 Months |
|
|
+51.35% |
| YTD |
|
|
+12.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.770 |
1.720 |
| 1M High / 1M Low: |
1.880 |
1.500 |
| 6M High / 6M Low: |
1.880 |
0.590 |
| High (YTD): |
2024-05-31 |
1.880 |
| Low (YTD): |
2024-02-01 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.738 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.717 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.309 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.81% |
| Volatility 6M: |
|
102.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
