BNP Paribas Call 80 DD 20.06.2025
/ DE000PC39J62
BNP Paribas Call 80 DD 20.06.2025/ DE000PC39J62 /
| 2024-06-04 8:18:48 AM |
Chg.-0.06 |
Bid8:20:43 PM |
Ask8:20:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-5.50% |
1.00
Bid Size: 6,800 |
-
Ask Size: - |
DuPont de Nemours In... |
80.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
PC39J6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DuPont de Nemours Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
0.06 |
| Time value: |
1.03 |
| Break-even: |
84.25 |
| Moneyness: |
1.01 |
| Premium: |
0.14 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
4.81% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
4.21 |
| Rho: |
0.36 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.98% |
| 1 Month |
|
|
+17.05% |
| 3 Months |
|
|
+110.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.99 |
| 1M High / 1M Low: |
1.09 |
0.85 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
