BNP Paribas Call 55 WMT 20.06.2025
/ DE000PC6NHB1
BNP Paribas Call 55 WMT 20.06.202.../ DE000PC6NHB1 /
| 2024-07-25 9:50:26 PM |
Chg.-0.040 |
Bid9:58:37 PM |
Ask9:58:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
-2.38% |
1.630
Bid Size: 33,000 |
1.650
Ask Size: 33,000 |
Walmart Inc |
55.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
PC6NHB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
1.44 |
| Time value: |
0.24 |
| Break-even: |
67.55 |
| Moneyness: |
1.28 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
3.51 |
| Rho: |
0.38 |
Quote data
| Open: |
1.690 |
| High: |
1.700 |
| Low: |
1.630 |
| Previous Close: |
1.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.09% |
| 1 Month |
|
|
+13.10% |
| 3 Months |
|
|
+74.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.710 |
1.670 |
| 1M High / 1M Low: |
1.710 |
1.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.600 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
