BNP Paribas Call 75 DD 20.09.2024
/ DE000PC39JY8
BNP Paribas Call 75 DD 20.09.2024/ DE000PC39JY8 /
| 15/05/2024 08:19:39 |
Chg.-0.040 |
Bid21:57:00 |
Ask21:57:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-6.25% |
0.580
Bid Size: 5,173 |
0.600
Ask Size: 5,000 |
DuPont de Nemours In... |
75.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC39JY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DuPont de Nemours Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.24 |
| Parity: |
0.31 |
| Time value: |
0.31 |
| Break-even: |
75.56 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
3.33% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
8.01 |
| Rho: |
0.15 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
+17.65% |
| 3 Months |
|
|
+140.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.600 |
| 1M High / 1M Low: |
0.680 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.523 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
