BNP Paribas Call 6.5 WBD 17.01.2025
/ DE000PC9T8H6
BNP Paribas Call 6.5 WBD 17.01.20.../ DE000PC9T8H6 /
| 2024-07-12 8:10:49 AM |
Chg.+0.06 |
Bid3:54:23 PM |
Ask3:54:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
+4.17% |
1.53
Bid Size: 2,000 |
1.57
Ask Size: 2,000 |
Warner Brothers Disc... |
6.50 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC9T8H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.44 |
| Parity: |
0.81 |
| Time value: |
0.72 |
| Break-even: |
7.51 |
| Moneyness: |
1.14 |
| Premium: |
0.11 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
2.68% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
3.16 |
| Rho: |
0.02 |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.50 |
| Previous Close: |
1.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
-27.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.33 |
| 1M High / 1M Low: |
2.06 |
1.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
