BNP Paribas Call 12 WBD 15.01.2027
/ DE000PC571S2
BNP Paribas Call 12 WBD 15.01.202.../ DE000PC571S2 /
| 13/09/2024 09:35:45 |
Chg.+0.23 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
+18.40% |
-
Bid Size: - |
-
Ask Size: - |
Warner Brothers Disc... |
12.00 USD |
15/01/2027 |
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: |
15/01/2027 |
| Issue date: |
05/03/2024 |
| Last trading day: |
14/01/2027 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.45 |
| Parity: |
-3.92 |
| Time value: |
1.55 |
| Break-even: |
12.38 |
| Moneyness: |
0.64 |
| Premium: |
0.79 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
3.33% |
| Delta: |
0.51 |
| Theta: |
0.00 |
| Omega: |
2.26 |
| Rho: |
0.05 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.28% |
| 1 Month |
|
|
+15.63% |
| 3 Months |
|
|
-5.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.24 |
| 1M High / 1M Low: |
1.70 |
1.24 |
| 6M High / 6M Low: |
2.52 |
1.15 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.93% |
| Volatility 6M: |
|
107.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
