BNP Paribas Call 90 DD 16.01.2026
/ DE000PC2X6Y6
BNP Paribas Call 90 DD 16.01.2026/ DE000PC2X6Y6 /
2024-05-31 9:50:40 PM |
Chg.+0.030 |
Bid9:58:44 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
+3.26% |
0.970 Bid Size: 3,093 |
- Ask Size: - |
DuPont de Nemours In... |
90.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PC2X6Y |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DuPont de Nemours Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-01-04 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.24 |
Parity: |
-0.76 |
Time value: |
0.93 |
Break-even: |
92.39 |
Moneyness: |
0.91 |
Premium: |
0.22 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.53 |
Theta: |
-0.01 |
Omega: |
4.30 |
Rho: |
0.50 |
Quote data
Open: |
0.920 |
High: |
0.950 |
Low: |
0.870 |
Previous Close: |
0.920 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+15.85% |
1 Month |
|
|
+61.02% |
3 Months |
|
|
+143.59% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.820 |
1M High / 1M Low: |
0.940 |
0.590 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.890 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.773 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |