BNP Paribas Call 65 WMT 19.12.2025
/ DE000PC6NHD7
BNP Paribas Call 65 WMT 19.12.202.../ DE000PC6NHD7 /
8/30/2024 7:21:05 PM |
Chg.+0.030 |
Bid7:23:31 PM |
Ask7:23:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.530EUR |
+2.00% |
1.540 Bid Size: 68,000 |
1.560 Ask Size: 68,000 |
Walmart Inc |
65.00 USD |
12/19/2025 |
Call |
Master data
WKN: |
PC6NHD |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Walmart Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 USD |
Maturity: |
12/19/2025 |
Issue date: |
3/14/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.37 |
Intrinsic value: |
1.03 |
Implied volatility: |
0.25 |
Historic volatility: |
0.16 |
Parity: |
1.03 |
Time value: |
0.50 |
Break-even: |
73.96 |
Moneyness: |
1.18 |
Premium: |
0.07 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
1.32% |
Delta: |
0.81 |
Theta: |
-0.01 |
Omega: |
3.66 |
Rho: |
0.53 |
Quote data
Open: |
1.520 |
High: |
1.530 |
Low: |
1.500 |
Previous Close: |
1.500 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.52% |
1 Month |
|
|
+47.12% |
3 Months |
|
|
+86.59% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.500 |
1.450 |
1M High / 1M Low: |
1.500 |
0.920 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.476 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.186 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |