BNP Paribas Call 8.5 WBD 17.01.2025
/ DE000PC6NJD3
BNP Paribas Call 8.5 WBD 17.01.20.../ DE000PC6NJD3 /
| 2024-10-04 1:34:15 PM |
Chg.-0.090 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-13.64% |
-
Bid Size: - |
-
Ask Size: - |
Warner Brothers Disc... |
8.50 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC6NJD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.46 |
| Parity: |
-0.66 |
| Time value: |
0.61 |
| Break-even: |
8.35 |
| Moneyness: |
0.92 |
| Premium: |
0.18 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.04 |
| Spread %: |
7.02% |
| Delta: |
0.45 |
| Theta: |
0.00 |
| Omega: |
5.27 |
| Rho: |
0.01 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.570 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.63% |
| 1 Month |
|
|
+21.28% |
| 3 Months |
|
|
-6.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.570 |
| 1M High / 1M Low: |
1.040 |
0.400 |
| 6M High / 6M Low: |
1.730 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.725 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.952 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.95% |
| Volatility 6M: |
|
222.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
