BNP Paribas Call 7 WBD 15.01.2027
/ DE000PC618C5
BNP Paribas Call 7 WBD 15.01.2027/ DE000PC618C5 /
8/30/2024 8:58:58 AM |
Chg.-0.17 |
Bid1:00:07 PM |
Ask1:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.81EUR |
-5.70% |
2.81 Bid Size: 1,068 |
2.96 Ask Size: 1,014 |
Warner Brothers Disc... |
7.00 USD |
1/15/2027 |
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: |
1/15/2027 |
Issue date: |
3/21/2024 |
Last trading day: |
1/14/2027 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.39 |
Intrinsic value: |
0.66 |
Implied volatility: |
0.58 |
Historic volatility: |
0.45 |
Parity: |
0.66 |
Time value: |
2.18 |
Break-even: |
9.16 |
Moneyness: |
1.10 |
Premium: |
0.31 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.05 |
Spread %: |
1.79% |
Delta: |
0.74 |
Theta: |
0.00 |
Omega: |
1.83 |
Rho: |
0.06 |
Quote data
Open: |
2.81 |
High: |
2.81 |
Low: |
2.81 |
Previous Close: |
2.98 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.85% |
1 Month |
|
|
-16.86% |
3 Months |
|
|
-9.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.10 |
2.68 |
1M High / 1M Low: |
3.74 |
2.20 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.94 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.83 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |