BNP Paribas Call 10 WBD 17.01.202.../  DE000PC571K9  /

EUWAX
2024-07-25  9:46:36 AM Chg.-0.110 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.620EUR -15.07% -
Bid Size: -
-
Ask Size: -
Warner Brothers Disc... 10.00 USD 2025-01-17 Call
 

Master data

WKN: PC571K
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Warner Brothers Discovery Inc
Type: Warrant
Option type: Call
Strike price: 10.00 USD
Maturity: 2025-01-17
Issue date: 2024-03-05
Last trading day: 2025-01-16
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 10.15
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.45
Parity: -1.41
Time value: 0.77
Break-even: 10.00
Moneyness: 0.85
Premium: 0.28
Premium p.a.: 0.67
Spread abs.: 0.04
Spread %: 5.48%
Delta: 0.43
Theta: 0.00
Omega: 4.32
Rho: 0.01
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.730
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.14%
1 Month  
+63.16%
3 Months
  -32.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.690
1M High / 1M Low: 0.810 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.736
Avg. volume 1W:   0.000
Avg. price 1M:   0.431
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -