BNP Paribas Call 58 WMT 20.09.202.../  DE000PC6NGV1  /

EUWAX
2024-07-23  8:29:44 AM Chg.- Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.18EUR - -
Bid Size: -
-
Ask Size: -
WALMART DL-,10 58.00 - 2024-09-20 Call
 

Master data

WKN: PC6NGV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: WALMART DL-,10
Type: Warrant
Option type: Call
Strike price: 58.00 -
Maturity: 2024-09-20
Issue date: 2024-03-14
Last trading day: 2024-07-24
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.43
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.71
Implied volatility: 0.80
Historic volatility: 0.15
Parity: 0.71
Time value: 0.49
Break-even: 70.00
Moneyness: 1.12
Premium: 0.07
Premium p.a.: 0.59
Spread abs.: -0.01
Spread %: -0.83%
Delta: 0.71
Theta: -0.07
Omega: 3.84
Rho: 0.05
 

Quote data

Open: 1.18
High: 1.18
Low: 1.18
Previous Close: 1.23
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -4.07%
1 Month  
+21.65%
3 Months  
+168.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.23 1.18
1M High / 1M Low: 1.24 0.94
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.21
Avg. volume 1W:   0.00
Avg. price 1M:   1.10
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -