BNP Paribas Call 85 DD 17.01.2025/  DE000PC8HHA1  /

Frankfurt Zert./BNP
2024-06-04  5:50:38 PM Chg.-0.030 Bid5:57:20 PM Ask- Underlying Strike price Expiration date Option type
0.480EUR -5.88% 0.470
Bid Size: 8,400
-
Ask Size: -
DuPont de Nemours In... 85.00 USD 2025-01-17 Call
 

Master data

WKN: PC8HHA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DuPont de Nemours Inc
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 2025-01-17
Issue date: 2024-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.49
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.23
Parity: -0.40
Time value: 0.51
Break-even: 83.03
Moneyness: 0.95
Premium: 0.12
Premium p.a.: 0.21
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.48
Theta: -0.02
Omega: 7.01
Rho: 0.19
 

Quote data

Open: 0.500
High: 0.510
Low: 0.470
Previous Close: 0.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month  
+17.07%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.510
1M High / 1M Low: 0.560 0.360
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.536
Avg. volume 1W:   0.000
Avg. price 1M:   0.460
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -