BNP Paribas Call 90 DD 19.12.2025/  DE000PC2X6X8  /

Frankfurt Zert./BNP
2024-06-11  5:05:25 PM Chg.-0.030 Bid2024-06-11 Ask- Underlying Strike price Expiration date Option type
0.730EUR -3.95% 0.730
Bid Size: 5,400
-
Ask Size: -
DuPont de Nemours In... 90.00 USD 2025-12-19 Call
 

Master data

WKN: PC2X6X
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DuPont de Nemours Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2025-12-19
Issue date: 2024-01-04
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.77
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.23
Parity: -0.94
Time value: 0.76
Break-even: 91.22
Moneyness: 0.89
Premium: 0.23
Premium p.a.: 0.15
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.49
Theta: -0.01
Omega: 4.75
Rho: 0.43
 

Quote data

Open: 0.760
High: 0.770
Low: 0.720
Previous Close: 0.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.88%
1 Month  
+1.39%
3 Months  
+82.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.760
1M High / 1M Low: 0.910 0.650
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.786
Avg. volume 1W:   0.000
Avg. price 1M:   0.785
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -