BNP Paribas Call 90 DD 16.01.2026/  DE000PC2X6Y6  /

Frankfurt Zert./BNP
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:   -