BNP Paribas Call 15 WBA 17.01.2025
/ DE000PC8GVM9
BNP Paribas Call 15 WBA 17.01.202.../ DE000PC8GVM9 /
| 11/10/2024 21:50:40 |
Chg.+0.002 |
Bid11/10/2024 |
Ask11/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.035EUR |
+6.06% |
0.035
Bid Size: 50,000 |
0.077
Ask Size: 50,000 |
Walgreens Boots Alli... |
15.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC8GVM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
17/04/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.41 |
| Parity: |
-0.53 |
| Time value: |
0.08 |
| Break-even: |
14.49 |
| Moneyness: |
0.61 |
| Premium: |
0.72 |
| Premium p.a.: |
6.70 |
| Spread abs.: |
0.04 |
| Spread %: |
120.00% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
3.42 |
| Rho: |
0.00 |
Quote data
| Open: |
0.032 |
| High: |
0.035 |
| Low: |
0.032 |
| Previous Close: |
0.033 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
+6.06% |
| 3 Months |
|
|
-30.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.035 |
0.032 |
| 1M High / 1M Low: |
0.035 |
0.028 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.033 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
