BNP Paribas Call 70 WMT 21.03.2025
/ DE000PC9W6Y0
BNP Paribas Call 70 WMT 21.03.202.../ DE000PC9W6Y0 /
8/30/2024 5:05:28 PM |
Chg.+0.020 |
Bid5:18:48 PM |
Ask5:18:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
+2.25% |
0.900 Bid Size: 70,000 |
0.910 Ask Size: 70,000 |
Walmart Inc |
70.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
PC9W6Y |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Walmart Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
5/15/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.58 |
Implied volatility: |
0.25 |
Historic volatility: |
0.16 |
Parity: |
0.58 |
Time value: |
0.33 |
Break-even: |
72.28 |
Moneyness: |
1.09 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.11% |
Delta: |
0.75 |
Theta: |
-0.01 |
Omega: |
5.70 |
Rho: |
0.24 |
Quote data
Open: |
0.900 |
High: |
0.920 |
Low: |
0.880 |
Previous Close: |
0.890 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.33% |
1 Month |
|
|
+89.58% |
3 Months |
|
|
+203.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.890 |
0.840 |
1M High / 1M Low: |
0.890 |
0.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.866 |
Avg. volume 1W: |
|
200 |
Avg. price 1M: |
|
0.613 |
Avg. volume 1M: |
|
43.478 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
191.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |