BNP Paribas Call 12 WBD 15.01.2027
/ DE000PC571S2
BNP Paribas Call 12 WBD 15.01.202.../ DE000PC571S2 /
| 11/8/2024 12:50:43 PM |
Chg.-0.070 |
Bid1:11:23 PM |
Ask1:11:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.110EUR |
-3.21% |
2.100
Bid Size: 1,429 |
2.250
Ask Size: 1,334 |
Warner Brothers Disc... |
12.00 USD |
1/15/2027 |
Call |
Master data
| WKN: |
PC571S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 USD |
| Maturity: |
1/15/2027 |
| Issue date: |
3/5/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.44 |
| Parity: |
-2.44 |
| Time value: |
2.23 |
| Break-even: |
13.35 |
| Moneyness: |
0.78 |
| Premium: |
0.54 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.05 |
| Spread %: |
2.29% |
| Delta: |
0.57 |
| Theta: |
0.00 |
| Omega: |
2.23 |
| Rho: |
0.06 |
Quote data
| Open: |
2.140 |
| High: |
2.150 |
| Low: |
2.110 |
| Previous Close: |
2.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.66% |
| 1 Month |
|
|
+44.52% |
| 3 Months |
|
|
+63.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.180 |
1.620 |
| 1M High / 1M Low: |
2.180 |
1.290 |
| 6M High / 6M Low: |
2.260 |
1.170 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.501 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.639 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.98% |
| Volatility 6M: |
|
107.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
