BNP Paribas Call 68 WMT 20.12.2024
/ DE000PC6NGX7
BNP Paribas Call 68 WMT 20.12.202.../ DE000PC6NGX7 /
| 04/10/2024 21:50:32 |
Chg.+0.060 |
Bid21:58:52 |
Ask21:58:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
+4.92% |
1.270
Bid Size: 28,000 |
1.280
Ask Size: 28,000 |
Walmart Inc |
68.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC6NGX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
14/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.17 |
| Parity: |
1.18 |
| Time value: |
0.10 |
| Break-even: |
74.76 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
5.17 |
| Rho: |
0.11 |
Quote data
| Open: |
1.260 |
| High: |
1.290 |
| Low: |
1.200 |
| Previous Close: |
1.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.34% |
| 1 Month |
|
|
+34.74% |
| 3 Months |
|
|
+141.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
1.220 |
| 1M High / 1M Low: |
1.310 |
0.920 |
| 6M High / 6M Low: |
1.310 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.531 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.41% |
| Volatility 6M: |
|
238.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
