BNP Paribas Call 90 DD 17.01.2025/  DE000PC2X6W0  /

EUWAX
2024-05-29  8:33:14 AM Chg.+0.030 Bid12:57:53 PM Ask12:57:53 PM Underlying Strike price Expiration date Option type
0.370EUR +8.82% 0.370
Bid Size: 8,109
-
Ask Size: -
DuPont de Nemours In... 90.00 USD 2025-01-17 Call
 

Master data

WKN: PC2X6W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DuPont de Nemours Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2025-01-17
Issue date: 2024-01-04
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.91
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.24
Parity: -0.73
Time value: 0.38
Break-even: 86.74
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 0.24
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.40
Theta: -0.02
Omega: 7.99
Rho: 0.17
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.14%
1 Month  
+60.87%
3 Months  
+164.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.280
1M High / 1M Low: 0.370 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.288
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   226.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -