BNP Paribas Call 7 WBD 20.12.2024
/ DE000PC9T8F0
BNP Paribas Call 7 WBD 20.12.2024/ DE000PC9T8F0 /
| 09/08/2024 15:35:24 |
Chg.+0.020 |
Bid15:49:25 |
Ask15:49:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+2.17% |
0.930
Bid Size: 3,226 |
0.970
Ask Size: 3,093 |
Warner Brothers Disc... |
7.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
14/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.45 |
| Parity: |
0.02 |
| Time value: |
0.92 |
| Break-even: |
7.35 |
| Moneyness: |
1.00 |
| Premium: |
0.14 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.04 |
| Spread %: |
4.44% |
| Delta: |
0.59 |
| Theta: |
0.00 |
| Omega: |
4.02 |
| Rho: |
0.01 |
Quote data
| Open: |
0.920 |
| High: |
0.950 |
| Low: |
0.920 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.66% |
| 1 Month |
|
|
-17.54% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.730 |
0.920 |
| 1M High / 1M Low: |
2.190 |
0.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.615 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
