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: |
|
- |