BNP Paribas Call 7.5 WBD 17.01.2025
/ DE000PC6NJE1
BNP Paribas Call 7.5 WBD 17.01.20.../ DE000PC6NJE1 /
| 30/08/2024 08:33:17 |
Chg.-0.16 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-13.11% |
-
Bid Size: - |
-
Ask Size: - |
Warner Brothers Disc... |
7.50 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC6NJE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.50 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
14/03/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.45 |
| Parity: |
0.21 |
| Time value: |
0.87 |
| Break-even: |
7.85 |
| Moneyness: |
1.03 |
| Premium: |
0.13 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.04 |
| Spread %: |
3.85% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
3.99 |
| Rho: |
0.01 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.58% |
| 1 Month |
|
|
-46.46% |
| 3 Months |
|
|
-31.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.06 |
| 1M High / 1M Low: |
1.98 |
0.63 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
319.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
