BNP Paribas Call 60 WMT 21.03.2025
/ DE000PC9W625
BNP Paribas Call 60 WMT 21.03.202.../ DE000PC9W625 /
| 2024-11-07 9:50:30 PM |
Chg.+0.060 |
Bid9:59:12 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.350EUR |
+2.62% |
2.320
Bid Size: 26,000 |
-
Ask Size: - |
Walmart Inc |
60.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
PC9W62 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
2.18 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.17 |
| Parity: |
2.18 |
| Time value: |
0.11 |
| Break-even: |
78.81 |
| Moneyness: |
1.39 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.43% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
3.22 |
| Rho: |
0.19 |
Quote data
| Open: |
2.310 |
| High: |
2.360 |
| Low: |
2.280 |
| Previous Close: |
2.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.31% |
| 1 Month |
|
|
+23.04% |
| 3 Months |
|
|
+142.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.290 |
2.170 |
| 1M High / 1M Low: |
2.290 |
1.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.121 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
