BNP Paribas Call 80 DD 20.09.2024/  DE000PC8HG97  /

EUWAX
2024-05-22  8:41:32 AM Chg.-0.010 Bid6:56:37 PM Ask6:56:37 PM Underlying Strike price Expiration date Option type
0.370EUR -2.63% 0.330
Bid Size: 9,091
0.350
Ask Size: 8,572
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: 18.79
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.24
Parity: -0.04
Time value: 0.39
Break-even: 77.61
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 5.41%
Delta: 0.55
Theta: -0.02
Omega: 10.26
Rho: 0.12
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.12%
1 Month  
+27.59%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.320
1M High / 1M Low: 0.400 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.329
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   221.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -