BNP Paribas Call 90 DD 20.06.2025
/ DE000PC9W8S8
BNP Paribas Call 90 DD 20.06.2025/ DE000PC9W8S8 /
| 2024-06-05 11:21:09 AM |
Chg.-0.010 |
Bid11:34:07 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-1.69% |
0.590
Bid Size: 5,085 |
-
Ask Size: - |
DuPont de Nemours In... |
90.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
PC9W8S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DuPont de Nemours Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
-0.89 |
| Time value: |
0.59 |
| Break-even: |
88.61 |
| Moneyness: |
0.89 |
| Premium: |
0.20 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
1.72% |
| Delta: |
0.45 |
| Theta: |
-0.01 |
| Omega: |
5.60 |
| Rho: |
0.28 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.580 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.94% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.590 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
