BNP Paribas Call 7 WBD 20.12.2024
/ DE000PC9T8F0
BNP Paribas Call 7 WBD 20.12.2024/ DE000PC9T8F0 /
10/11/2024 8:13:33 AM |
Chg.-0.130 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
-11.82% |
- Bid Size: - |
- Ask Size: - |
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: |
7.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.61 |
Historic volatility: |
0.46 |
Parity: |
0.48 |
Time value: |
0.50 |
Break-even: |
7.38 |
Moneyness: |
1.07 |
Premium: |
0.07 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.04 |
Spread %: |
4.26% |
Delta: |
0.67 |
Theta: |
-0.01 |
Omega: |
4.67 |
Rho: |
0.01 |
Quote data
Open: |
0.970 |
High: |
0.970 |
Low: |
0.970 |
Previous Close: |
1.100 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.16% |
1 Month |
|
|
-15.65% |
3 Months |
|
|
-15.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.100 |
0.970 |
1M High / 1M Low: |
1.760 |
0.970 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.056 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.380 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
187.67% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |