BNP Paribas Call 75 WMT 20.12.2024
/ DE000PG2Q800
BNP Paribas Call 75 WMT 20.12.202.../ DE000PG2Q800 /
| 30/08/2024 09:21:14 |
Chg.0.000 |
Bid11:43:04 |
Ask11:43:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
0.00% |
0.430
Bid Size: 44,000 |
0.440
Ask Size: 44,000 |
Walmart Inc |
75.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PG2Q80 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
14/06/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
0.13 |
| Time value: |
0.31 |
| Break-even: |
72.09 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
9.72 |
| Rho: |
0.12 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.50% |
| 1 Month |
|
|
+138.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.370 |
| 1M High / 1M Low: |
0.430 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.238 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
371.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
