BNP Paribas Call 7 WBD 15.01.2027
/ DE000PC618C5
BNP Paribas Call 7 WBD 15.01.2027/ DE000PC618C5 /
| 2024-07-12 5:05:19 PM |
Chg.+0.050 |
Bid5:17:59 PM |
Ask5:17:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.730EUR |
+1.87% |
2.750
Bid Size: 2,000 |
2.800
Ask Size: 2,000 |
Warner Brothers Disc... |
7.00 USD |
2027-01-15 |
Call |
Master data
| WKN: |
PC618C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 USD |
| Maturity: |
2027-01-15 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2027-01-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.44 |
| Parity: |
0.35 |
| Time value: |
2.40 |
| Break-even: |
9.19 |
| Moneyness: |
1.05 |
| Premium: |
0.35 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
1.85% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
1.81 |
| Rho: |
0.06 |
Quote data
| Open: |
2.720 |
| High: |
2.770 |
| Low: |
2.700 |
| Previous Close: |
2.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.20% |
| 1 Month |
|
|
-14.42% |
| 3 Months |
|
|
-28.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.720 |
2.560 |
| 1M High / 1M Low: |
3.190 |
2.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
