BNP Paribas Call 70 DD 20.09.2024
/ DE000PC39JX0
BNP Paribas Call 70 DD 20.09.2024/ DE000PC39JX0 /
| 2024-06-11 6:35:31 PM |
Chg.-0.010 |
Bid2024-06-11 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
-0.95% |
1.040
Bid Size: 17,200 |
-
Ask Size: - |
DuPont de Nemours In... |
70.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC39JX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DuPont de Nemours Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
0.92 |
| Time value: |
0.13 |
| Break-even: |
75.54 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
6.17 |
| Rho: |
0.15 |
Quote data
| Open: |
1.060 |
| High: |
1.080 |
| Low: |
1.020 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.45% |
| 1 Month |
|
|
+6.12% |
| 3 Months |
|
|
+76.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
1.050 |
| 1M High / 1M Low: |
1.230 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
