BNP Paribas Call 7 WBD 20.12.2024
/ DE000PC9T8F0
BNP Paribas Call 7 WBD 20.12.2024/ DE000PC9T8F0 /
9/13/2024 9:50:25 PM |
Chg.+0.550 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.720EUR |
+47.01% |
1.750 Bid Size: 1,715 |
1.830 Ask Size: 1,640 |
Warner Brothers Disc... |
7.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
5/14/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.00 |
Intrinsic value: |
0.60 |
Implied volatility: |
0.63 |
Historic volatility: |
0.45 |
Parity: |
0.60 |
Time value: |
0.62 |
Break-even: |
7.54 |
Moneyness: |
1.09 |
Premium: |
0.09 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.04 |
Spread %: |
3.39% |
Delta: |
0.68 |
Theta: |
0.00 |
Omega: |
3.85 |
Rho: |
0.01 |
Quote data
Open: |
1.150 |
High: |
1.750 |
Low: |
1.140 |
Previous Close: |
1.170 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+86.96% |
1 Month |
|
|
+93.26% |
3 Months |
|
|
+39.84% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.170 |
0.780 |
1M High / 1M Low: |
1.610 |
0.780 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.928 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.120 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
252.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |