BNP Paribas Call 7 WBD 16.01.2026
/ DE000PC618B7
BNP Paribas Call 7 WBD 16.01.2026/ DE000PC618B7 /
30/08/2024 21:50:40 |
Chg.+0.040 |
Bid21:56:54 |
Ask21:56:54 |
Underlying |
Strike price |
Expiration date |
Option type |
2.240EUR |
+1.82% |
2.260 Bid Size: 1,328 |
2.300 Ask Size: 1,305 |
Warner Brothers Disc... |
7.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
PC618B |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Warner Brothers Discovery Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
21/03/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.98 |
Intrinsic value: |
0.76 |
Implied volatility: |
0.57 |
Historic volatility: |
0.45 |
Parity: |
0.76 |
Time value: |
1.54 |
Break-even: |
8.64 |
Moneyness: |
1.12 |
Premium: |
0.22 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.04 |
Spread %: |
1.77% |
Delta: |
0.72 |
Theta: |
0.00 |
Omega: |
2.22 |
Rho: |
0.04 |
Quote data
Open: |
2.210 |
High: |
2.240 |
Low: |
2.150 |
Previous Close: |
2.200 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.88% |
1 Month |
|
|
-25.08% |
3 Months |
|
|
-19.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.560 |
2.200 |
1M High / 1M Low: |
2.990 |
1.650 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.364 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.215 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |