BNP Paribas Call 70 WMT 16.01.2026
/ DE000PC6NHG0
BNP Paribas Call 70 WMT 16.01.202.../ DE000PC6NHG0 /
| 04/10/2024 21:50:24 |
Chg.+0.060 |
Bid21:58:52 |
Ask21:58:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.570EUR |
+3.97% |
1.560
Bid Size: 33,000 |
1.580
Ask Size: 33,000 |
Walmart Inc |
70.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC6NHG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
14/03/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
1.00 |
| Time value: |
0.58 |
| Break-even: |
79.58 |
| Moneyness: |
1.16 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.28% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
3.65 |
| Rho: |
0.54 |
Quote data
| Open: |
1.540 |
| High: |
1.580 |
| Low: |
1.500 |
| Previous Close: |
1.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.03% |
| 1 Month |
|
|
+26.61% |
| 3 Months |
|
|
+80.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.570 |
1.490 |
| 1M High / 1M Low: |
1.570 |
1.220 |
| 6M High / 6M Low: |
1.570 |
0.380 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.421 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.840 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.86% |
| Volatility 6M: |
|
113.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
