BNP Paribas Call 85 DD 21.06.2024/  DE000PC2X6S8  /

EUWAX
2024-05-15  8:34:43 AM Chg.-0.005 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.007EUR -41.67% -
Bid Size: -
-
Ask Size: -
DuPont de Nemours In... 85.00 USD 2024-06-21 Call
 

Master data

WKN: PC2X6S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DuPont de Nemours Inc
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 2024-06-21
Issue date: 2024-01-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 176.71
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.24
Parity: -0.61
Time value: 0.04
Break-even: 79.01
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 1.35
Spread abs.: 0.03
Spread %: 412.50%
Delta: 0.15
Theta: -0.02
Omega: 27.09
Rho: 0.01
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.012
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -83.33%
3 Months
  -68.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.014 0.007
1M High / 1M Low: 0.043 0.007
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   517.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -