BNP Paribas Call 65 WMT 21.03.2025
/ DE000PC9W609
BNP Paribas Call 65 WMT 21.03.202.../ DE000PC9W609 /
| 2024-07-05 8:21:53 AM |
Chg.+0.030 |
Bid10:52:19 AM |
Ask10:52:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+4.17% |
0.720
Bid Size: 21,500 |
0.730
Ask Size: 21,500 |
Walmart Inc |
65.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
PC9W60 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 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: |
7.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.15 |
| Parity: |
0.30 |
| Time value: |
0.50 |
| Break-even: |
68.13 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
5.26% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
5.30 |
| Rho: |
0.24 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
+17.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.660 |
| 1M High / 1M Low: |
0.780 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.696 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.684 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
