BNP Paribas Call 75 WMT 21.03.2025
/ DE000PG2Q859
BNP Paribas Call 75 WMT 21.03.202.../ DE000PG2Q859 /
| 04/10/2024 09:22:06 |
Chg.+0.010 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+1.19% |
-
Bid Size: - |
-
Ask Size: - |
Walmart Inc |
75.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
PG2Q85 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
14/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
0.54 |
| Time value: |
0.35 |
| Break-even: |
77.24 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
6.01 |
| Rho: |
0.20 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.97% |
| 1 Month |
|
|
+34.92% |
| 3 Months |
|
|
+240.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.780 |
| 1M High / 1M Low: |
0.910 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.770 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
