BNP Paribas Call 70 DD 20.06.2025
/ DE000PC39J54
BNP Paribas Call 70 DD 20.06.2025/ DE000PC39J54 /
| 6/4/2024 8:50:30 PM |
Chg.-0.030 |
Bid9:02:17 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.560EUR |
-1.89% |
1.550
Bid Size: 8,600 |
-
Ask Size: - |
DuPont de Nemours In... |
70.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
PC39J5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DuPont de Nemours Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
0.97 |
| Time value: |
0.62 |
| Break-even: |
80.08 |
| Moneyness: |
1.15 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.63% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
3.57 |
| Rho: |
0.43 |
Quote data
| Open: |
1.590 |
| High: |
1.590 |
| Low: |
1.530 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.02% |
| 1 Month |
|
|
+13.87% |
| 3 Months |
|
|
+75.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.660 |
1.590 |
| 1M High / 1M Low: |
1.660 |
1.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.494 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
