BNP Paribas Call 80 DD 21.06.2024
/ DE000PZ17188
BNP Paribas Call 80 DD 21.06.2024/ DE000PZ17188 /
| 2024-05-15 9:20:45 PM |
Chg.-0.023 |
Bid9:39:41 PM |
Ask9:39:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
-23.00% |
0.076
Bid Size: 10,000 |
0.096
Ask Size: 10,000 |
DuPont de Nemours In... |
80.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ1718 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DuPont de Nemours Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
60.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.24 |
| Parity: |
-0.15 |
| Time value: |
0.12 |
| Break-even: |
75.18 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.02 |
| Spread %: |
20.00% |
| Delta: |
0.40 |
| Theta: |
-0.03 |
| Omega: |
24.18 |
| Rho: |
0.03 |
Quote data
| Open: |
0.090 |
| High: |
0.110 |
| Low: |
0.076 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
-35.83% |
| 3 Months |
|
|
+28.33% |
| YTD |
|
|
-79.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.100 |
| 1M High / 1M Low: |
0.160 |
0.071 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.390 |
| Low (YTD): |
2024-02-02 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.108 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
355.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
