BNP Paribas Call 55 WMT 20.06.2025
/ DE000PC6NHB1
BNP Paribas Call 55 WMT 20.06.202.../ DE000PC6NHB1 /
| 8/30/2024 8:33:16 AM |
Chg.+0.03 |
Bid7:40:03 PM |
Ask7:40:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.13EUR |
+1.43% |
2.17
Bid Size: 58,000 |
-
Ask Size: - |
Walmart Inc |
55.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
PC6NHB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
3/14/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
1.93 |
| Time value: |
0.17 |
| Break-even: |
70.64 |
| Moneyness: |
1.39 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
-0.03 |
| Spread %: |
-1.41% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
3.16 |
| Rho: |
0.36 |
Quote data
| Open: |
2.13 |
| High: |
2.13 |
| Low: |
2.13 |
| Previous Close: |
2.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.90% |
| 1 Month |
|
|
+33.13% |
| 3 Months |
|
|
+73.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.10 |
2.06 |
| 1M High / 1M Low: |
2.10 |
1.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
