BNP Paribas Call 11 WBD 17.01.2025
/ DE000PC6NJA9
BNP Paribas Call 11 WBD 17.01.202.../ DE000PC6NJA9 /
| 26/07/2024 08:31:16 |
Chg.-0.050 |
Bid12:25:25 |
Ask12:25:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-10.87% |
0.400
Bid Size: 7,500 |
0.540
Ask Size: 5,556 |
Warner Brothers Disc... |
11.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC6NJA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
14/03/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.45 |
| Parity: |
-2.77 |
| Time value: |
0.43 |
| Break-even: |
10.57 |
| Moneyness: |
0.73 |
| Premium: |
0.44 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.04 |
| Spread %: |
10.26% |
| Delta: |
0.29 |
| Theta: |
0.00 |
| Omega: |
4.90 |
| Rho: |
0.01 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.45% |
| 1 Month |
|
|
+78.26% |
| 3 Months |
|
|
-40.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.460 |
| 1M High / 1M Low: |
0.560 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.302 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
