BNP Paribas Call 80 DD 20.12.2024
/ DE000PZ172A0
BNP Paribas Call 80 DD 20.12.2024/ DE000PZ172A0 /
| 2024-05-15 8:20:47 PM |
Chg.-0.020 |
Bid8:26:38 PM |
Ask8:26:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-3.64% |
0.530
Bid Size: 8,800 |
0.550
Ask Size: 8,800 |
DuPont de Nemours In... |
80.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ172A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DuPont de Nemours Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
-0.15 |
| Time value: |
0.57 |
| Break-even: |
79.68 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
0.54 |
| Theta: |
-0.02 |
| Omega: |
6.90 |
| Rho: |
0.20 |
Quote data
| Open: |
0.550 |
| High: |
0.570 |
| Low: |
0.530 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.36% |
| 1 Month |
|
|
+15.22% |
| 3 Months |
|
|
+96.30% |
| YTD |
|
|
-18.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.550 |
| 1M High / 1M Low: |
0.630 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.670 |
| Low (YTD): |
2024-02-05 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.503 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
