BNP Paribas Call 60 WMT 21.03.2025
/ DE000PC9W625
BNP Paribas Call 60 WMT 21.03.202.../ DE000PC9W625 /
| 7/25/2024 9:50:25 PM |
Chg.-0.030 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
-2.46% |
1.170
Bid Size: 35,000 |
1.190
Ask Size: 35,000 |
Walmart Inc |
60.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
PC9W62 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
5/15/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
0.98 |
| Time value: |
0.26 |
| Break-even: |
67.76 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.64% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
4.40 |
| Rho: |
0.28 |
Quote data
| Open: |
1.230 |
| High: |
1.240 |
| Low: |
1.170 |
| Previous Close: |
1.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.80% |
| 1 Month |
|
|
+19.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
1.210 |
| 1M High / 1M Low: |
1.250 |
1.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.139 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
