BNP Paribas Call 80 DD 20.12.2024
/ DE000PZ172A0
BNP Paribas Call 80 DD 20.12.2024/ DE000PZ172A0 /
| 2024-06-04 8:54:04 AM |
Chg.-0.120 |
Bid12:09:59 PM |
Ask12:09:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-15.58% |
0.650
Bid Size: 4,616 |
-
Ask Size: - |
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: |
11.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
0.06 |
| Time value: |
0.61 |
| Break-even: |
80.05 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
-0.01 |
| Spread %: |
-1.47% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
6.57 |
| Rho: |
0.20 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
+8.33% |
| 3 Months |
|
|
+124.14% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.660 |
| 1M High / 1M Low: |
0.770 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-06-03 |
0.770 |
| Low (YTD): |
2024-02-06 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.624 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
