BNP Paribas Call 8 WBD 15.01.2027
/ DE000PC571U8
BNP Paribas Call 8 WBD 15.01.2027/ DE000PC571U8 /
| 7/12/2024 5:21:24 PM |
Chg.+0.060 |
Bid5:28:07 PM |
Ask5:28:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.410EUR |
+2.55% |
2.390
Bid Size: 2,000 |
2.440
Ask Size: 2,000 |
Warner Brothers Disc... |
8.00 USD |
1/15/2027 |
Call |
Master data
| WKN: |
PC571U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 USD |
| Maturity: |
1/15/2027 |
| Issue date: |
3/5/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.44 |
| Parity: |
-0.57 |
| Time value: |
2.41 |
| Break-even: |
9.77 |
| Moneyness: |
0.92 |
| Premium: |
0.44 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.05 |
| Spread %: |
2.12% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
1.91 |
| Rho: |
0.06 |
Quote data
| Open: |
2.390 |
| High: |
2.430 |
| Low: |
2.370 |
| Previous Close: |
2.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.24% |
| 1 Month |
|
|
-14.54% |
| 3 Months |
|
|
-29.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.380 |
2.240 |
| 1M High / 1M Low: |
2.820 |
2.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
