BNP Paribas Call 185 WM 17.01.2025
/ DE000PN7FC91
BNP Paribas Call 185 WM 17.01.202.../ DE000PN7FC91 /
| 8/1/2024 8:34:28 AM |
Chg.+0.09 |
Bid3:51:40 PM |
Ask3:51:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.38EUR |
+3.93% |
2.42
Bid Size: 7,600 |
2.43
Ask Size: 7,600 |
Waste Management |
185.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PN7FC9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Waste Management |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
8/17/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
1.63 |
| Time value: |
0.70 |
| Break-even: |
194.22 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.43% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
6.24 |
| Rho: |
0.57 |
Quote data
| Open: |
2.38 |
| High: |
2.38 |
| Low: |
2.38 |
| Previous Close: |
2.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.32% |
| 1 Month |
|
|
-31.41% |
| 3 Months |
|
|
-31.01% |
| YTD |
|
|
+75.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.95 |
1.99 |
| 1M High / 1M Low: |
4.15 |
1.99 |
| 6M High / 6M Low: |
4.15 |
1.82 |
| High (YTD): |
7/22/2024 |
4.15 |
| Low (YTD): |
1/8/2024 |
1.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.61% |
| Volatility 6M: |
|
100.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
