BNP Paribas Call 85 DD 17.01.2025/  DE000PC8HHA1  /

Frankfurt Zert./BNP
2024-05-31  9:50:21 PM Chg.0.000 Bid9:55:50 PM Ask- Underlying Strike price Expiration date Option type
0.540EUR 0.00% 0.570
Bid Size: 5,264
-
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: 13.99
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.24
Parity: -0.29
Time value: 0.54
Break-even: 83.88
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: -0.01
Spread %: -1.82%
Delta: 0.51
Theta: -0.02
Omega: 7.13
Rho: 0.21
 

Quote data

Open: 0.550
High: 0.560
Low: 0.500
Previous Close: 0.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month  
+74.19%
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 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.534
Avg. volume 1W:   0.000
Avg. price 1M:   0.443
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -