BNP Paribas Call 90 DD 20.12.2024/  DE000PC2X6T6  /

EUWAX
2024-06-04  8:33:39 AM Chg.-0.060 Bid4:21:45 PM Ask4:21:45 PM Underlying Strike price Expiration date Option type
0.280EUR -17.65% 0.280
Bid Size: 10,000
-
Ask Size: -
DuPont de Nemours In... 90.00 USD 2024-12-20 Call
 

Master data

WKN: PC2X6T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DuPont de Nemours Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2024-12-20
Issue date: 2024-01-04
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.49
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.23
Parity: -0.86
Time value: 0.29
Break-even: 85.41
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 0.30
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.35
Theta: -0.02
Omega: 8.87
Rho: 0.12
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month  
+3.70%
3 Months  
+133.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.280
1M High / 1M Low: 0.340 0.210
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.310
Avg. volume 1W:   0.000
Avg. price 1M:   0.263
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -