BNP Paribas Call 7 WBD 17.01.2025
/ DE000PC618A9
BNP Paribas Call 7 WBD 17.01.2025/ DE000PC618A9 /
| 9/18/2024 8:59:11 AM |
Chg.-0.08 |
Bid2:14:27 PM |
Ask2:14:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
-4.35% |
1.73
Bid Size: 1,735 |
1.87
Ask Size: 1,605 |
Warner Brothers Disc... |
7.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC618A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
3/21/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.46 |
| Parity: |
1.30 |
| Time value: |
0.51 |
| Break-even: |
8.10 |
| Moneyness: |
1.21 |
| Premium: |
0.07 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
2.26% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
3.23 |
| Rho: |
0.01 |
Quote data
| Open: |
1.76 |
| High: |
1.76 |
| Low: |
1.76 |
| Previous Close: |
1.84 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+107.06% |
| 1 Month |
|
|
+69.23% |
| 3 Months |
|
|
+38.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.84 |
0.85 |
| 1M High / 1M Low: |
1.84 |
0.85 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
