BNP Paribas Call 85 DD 20.09.2024/  DE000PC8HG89  /

EUWAX
2024-05-22  8:41:32 AM Chg.-0.010 Bid5:45:55 PM Ask5:45:55 PM Underlying Strike price Expiration date Option type
0.180EUR -5.26% 0.160
Bid Size: 10,000
0.180
Ask Size: 10,000
DuPont de Nemours In... 85.00 USD 2024-09-20 Call
 

Master data

WKN: PC8HG8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DuPont de Nemours Inc
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 2024-09-20
Issue date: 2024-04-17
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.89
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.24
Parity: -0.50
Time value: 0.21
Break-even: 80.41
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 10.53%
Delta: 0.36
Theta: -0.02
Omega: 12.48
Rho: 0.08
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month  
+5.88%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.150
1M High / 1M Low: 0.210 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.172
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   240.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -