BNP Paribas Call 80 DD 21.06.2024
/ DE000PZ17188
BNP Paribas Call 80 DD 21.06.2024/ DE000PZ17188 /
| 2024-05-22 8:55:27 AM |
Chg.-0.010 |
Bid7:41:45 PM |
Ask7:41:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-9.09% |
0.070
Bid Size: 10,000 |
0.090
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: |
56.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.24 |
| Parity: |
-0.04 |
| Time value: |
0.13 |
| Break-even: |
75.01 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
18.18% |
| Delta: |
0.49 |
| Theta: |
-0.03 |
| Omega: |
27.36 |
| Rho: |
0.03 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
+53.85% |
| YTD |
|
|
-72.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.075 |
| 1M High / 1M Low: |
0.150 |
0.075 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.390 |
| Low (YTD): |
2024-02-06 |
0.014 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.099 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
446.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
