BNP Paribas Call 60 WMT 20.06.2025
/ DE000PC6NHA3
BNP Paribas Call 60 WMT 20.06.202.../ DE000PC6NHA3 /
| 7/26/2024 8:31:16 AM |
Chg.-0.05 |
Bid7/26/2024 |
Ask7/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
-3.82% |
1.26
Bid Size: 18,000 |
1.28
Ask Size: 18,000 |
Walmart Inc |
60.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
PC6NHA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 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: |
5.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
0.92 |
| Time value: |
0.35 |
| Break-even: |
67.99 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.60% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
4.15 |
| Rho: |
0.36 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
+13.51% |
| 3 Months |
|
|
+96.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.28 |
| 1M High / 1M Low: |
1.34 |
1.09 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
