BNP Paribas Call 78 WMT 17.01.2025
/ DE000PG3T7N3
BNP Paribas Call 78 WMT 17.01.202.../ DE000PG3T7N3 /
| 2024-11-07 1:28:55 PM |
Chg.-0.080 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-10.00% |
-
Bid Size: - |
-
Ask Size: - |
Walmart Inc |
78.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PG3T7N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-07-09 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
0.51 |
| Time value: |
0.20 |
| Break-even: |
79.78 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
0.74 |
| Theta: |
-0.03 |
| Omega: |
8.14 |
| Rho: |
0.10 |
Quote data
| Open: |
0.710 |
| High: |
0.720 |
| Low: |
0.710 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.32% |
| 1 Month |
|
|
+26.32% |
| 3 Months |
|
|
+554.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.570 |
| 1M High / 1M Low: |
0.800 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.654 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.586 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
