BNP Paribas Call 7 WBD 20.12.2024
/ DE000PC9T8F0
BNP Paribas Call 7 WBD 20.12.2024/ DE000PC9T8F0 /
| 2024-07-12 3:50:35 PM |
Chg.+0.060 |
Bid4:02:38 PM |
Ask4:02:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
+5.31% |
1.150
Bid Size: 2,609 |
1.190
Ask Size: 2,522 |
Warner Brothers Disc... |
7.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC9T8F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.44 |
| Parity: |
0.35 |
| Time value: |
0.83 |
| Break-even: |
7.62 |
| Moneyness: |
1.05 |
| Premium: |
0.12 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.04 |
| Spread %: |
3.51% |
| Delta: |
0.64 |
| Theta: |
0.00 |
| Omega: |
3.71 |
| Rho: |
0.01 |
Quote data
| Open: |
1.150 |
| High: |
1.200 |
| Low: |
1.150 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
-21.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
1.000 |
| 1M High / 1M Low: |
1.520 |
1.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
