BNP Paribas Call 75 DD 20.12.2024
/ DE000PC2X6V2
BNP Paribas Call 75 DD 20.12.2024/ DE000PC2X6V2 /
| 2024-06-04 8:33:39 AM |
Chg.-0.12 |
Bid5:52:27 PM |
Ask5:52:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.95EUR |
-11.21% |
0.92
Bid Size: 10,400 |
-
Ask Size: - |
DuPont de Nemours In... |
75.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC2X6V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DuPont de Nemours Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
0.52 |
| Time value: |
0.45 |
| Break-even: |
78.46 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
5.40 |
| Rho: |
0.23 |
Quote data
| Open: |
0.95 |
| High: |
0.95 |
| Low: |
0.95 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.04% |
| 1 Month |
|
|
+11.76% |
| 3 Months |
|
|
+115.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
0.94 |
| 1M High / 1M Low: |
1.07 |
0.78 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
