BNP Paribas Call 80 DD 20.09.2024/  DE000PC8HG97  /

Frankfurt Zert./BNP
2024-05-31  9:50:30 PM Chg.0.000 Bid9:59:52 PM Ask- Underlying Strike price Expiration date Option type
0.490EUR 0.00% 0.530
Bid Size: 5,661
-
Ask Size: -
DuPont de Nemours In... 80.00 USD 2024-09-20 Call
 

Master data

WKN: PC8HG9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DuPont de Nemours Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2024-09-20
Issue date: 2024-04-17
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.42
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.17
Implied volatility: 0.21
Historic volatility: 0.24
Parity: 0.17
Time value: 0.32
Break-even: 78.76
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.15
Spread abs.: -0.01
Spread %: -2.00%
Delta: 0.64
Theta: -0.02
Omega: 9.81
Rho: 0.13
 

Quote data

Open: 0.490
High: 0.510
Low: 0.440
Previous Close: 0.490
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.52%
1 Month  
+122.73%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.460
1M High / 1M Low: 0.520 0.220
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.486
Avg. volume 1W:   0.000
Avg. price 1M:   0.379
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   269.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -